Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763985.1738 | 722207.5634 | 41777.6104 | 204875.887 | 13696.193 | 191179.694 |
Total P&L (%) | 763.9852 | 722.2076 | 41.7776 | 204.8759 | 13.6962 | 191.1797 |
Avg Daily Profit (%) | 0.4087 | 0.3863 | 0.0223 | 0.0597 | 0.0069 | 0.0572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100477 | -89766 | -68426 | -805034 | -768312 | -430536 |
Profit Factor | 2.8625 | 4.1921 | 1.2271 | 1.0806 | 1.0091 | 1.1838 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 43.3333 | 41.9355 | 42.623 | 43.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.8534 | 5.482 | 1.6991 | 1.4546 | 1.3196 | 1.6391 |
Largest Winning Trade | 768375 | 768375 | 48746 | 665135 | 665135 | 347470 |
Largest Losing Trade | -26752 | -25131 | -26752 | -209531 | -209531 | -183243 |
Avg Bars in Trades | 89 | 87 | 90 | 89 | 87 | 90 |
Avg Bars in Winners | 119 | 111 | 126 | 119 | 111 | 126 |
Avg Bars in Losers | 66 | 69 | 64 | 66 | 69 | 64 |
Bars Traded | 5436 | 2630 | 2806 | 5436 | 2630 | 2806 |
Profit Streak | 0 | 108.4906 | 0 | 0 | 108.4906 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153860 | 545427 | -167498 | -414338 | -446623 | -136936 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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