Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460839.0278 | 435671.4358 | 25167.5921 | 66564.7048 | 312675.93 | -246111.2252 |
Total P&L (%) | 460.839 | 435.6714 | 25.1676 | 66.5647 | 312.6759 | -246.1112 |
Avg Daily Profit (%) | 0.2567 | 0.2427 | 0.014 | 0.0284 | 0.079 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127923 | -51696 | -155215 | -464848 | -198358 | -411444 |
Profit Factor | 1.9183 | 3.3775 | 1.079 | 1.0656 | 1.7881 | 0.6016 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 55.4054 | 62.1622 | 48.6486 | 55.4054 | 62.1622 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.544 | 2.0559 | 1.1389 | 0.8577 | 1.0884 | 0.635 |
Largest Winning Trade | 92786 | 84714 | 92786 | 96673 | 96673 | 77844 |
Largest Losing Trade | -81935 | -42801 | -81935 | -206244 | -198358 | -206244 |
Avg Bars in Trades | 45 | 22 | 67 | 45 | 22 | 67 |
Avg Bars in Winners | 65 | 25 | 116 | 65 | 25 | 116 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 3330 | 850 | 2480 | 3330 | 850 | 2480 |
Profit Streak | 0 | 0 | 269.8241 | 0 | 0 | 269.8241 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56050 | 586965 | -310460 | -372947 | -83332 | -579947 |
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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) |
---|