Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565363.4709 | 573246.6349 | -7883.164 | 140696.8786 | 378133.9232 | -237437.0446 |
Total P&L (%) | 565.3635 | 573.2466 | -7.8832 | 140.6969 | 378.1339 | -237.437 |
Avg Daily Profit (%) | 0.3003 | 0.3045 | -0.0042 | 0.0467 | 0.0831 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242168 | -93413 | -193273 | -479505 | -204891 | -312447 |
Profit Factor | 1.8519 | 2.8054 | 0.9772 | 1.1948 | 2.1593 | 0.4006 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 37.5 | 40.625 | 34.375 | 37.5 | 40.625 | 34.375 |
Ratio Avg Win / Avg Loss | 3.0865 | 4.1001 | 1.8656 | 1.9913 | 3.1558 | 0.7647 |
Largest Winning Trade | 249300 | 249300 | 60010 | 356442 | 356442 | 40373 |
Largest Losing Trade | -49883 | -35491 | -49883 | -181423 | -109614 | -181423 |
Avg Bars in Trades | 169 | 159 | 180 | 169 | 159 | 180 |
Avg Bars in Winners | 283 | 254 | 317 | 283 | 254 | 317 |
Avg Bars in Losers | 101 | 94 | 108 | 101 | 94 | 108 |
Bars Traded | 10867 | 5098 | 5769 | 10867 | 5098 | 5769 |
Profit Streak | 89.2765 | 132.9432 | 89.2765 | 89.2765 | 132.9432 | 89.2765 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135269 | 402311 | -583550 | -283413 | -80956 | -586328 |
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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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