Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430220.2542 | 344687.1631 | 85533.0911 | 162765.4312 | -100921.8658 | 263687.2969 |
Total P&L (%) | 430.2203 | 344.6872 | 85.5331 | 162.7654 | -100.9219 | 263.6873 |
Avg Daily Profit (%) | 0.2263 | 0.1813 | 0.045 | 0.0508 | 0 | 0.0679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145184 | -186563 | -16811 | -813126 | -966957 | -32596 |
Profit Factor | 2.0212 | 1.9204 | 2.8285 | 1.1119 | 0.9278 | 5.586 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 63.4921 | 58.0645 | 68.75 | 63.4921 | 58.0645 | 68.75 |
Ratio Avg Win / Avg Loss | 1.1622 | 1.3869 | 1.2857 | 0.6394 | 0.67 | 2.5391 |
Largest Winning Trade | 150755 | 150755 | 21855 | 333572 | 333572 | 90284 |
Largest Losing Trade | -60414 | -60414 | -15375 | -472451 | -472451 | -24314 |
Avg Bars in Trades | 167 | 315 | 23 | 167 | 315 | 23 |
Avg Bars in Winners | 89 | 173 | 21 | 89 | 173 | 21 |
Avg Bars in Losers | 301 | 512 | 27 | 301 | 512 | 27 |
Bars Traded | 10529 | 9788 | 741 | 10529 | 9788 | 741 |
Profit Streak | 636.863 | 690.1963 | 636.863 | 636.863 | 690.1963 | 636.863 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137293 | 445154 | -124528 | -371996 | -578409 | -90001 |
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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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