Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544667.3572 | 519996.6704 | 24670.6868 | 217304.791 | 244933.0358 | -27628.2448 |
Total P&L (%) | 544.6674 | 519.9967 | 24.6707 | 217.3048 | 244.933 | -27.6282 |
Avg Daily Profit (%) | 0.2905 | 0.2774 | 0.0132 | 0.0616 | 0.0661 | -0.0172 |
Buy And Hold Return (%) | 48.0488 | 48.0488 | 48.0488 | 48.0488 | 48.0488 | 48.0488 |
Max Trade Drawdown | -129794 | -93107 | -79418 | -241403 | -180562 | -150448 |
Profit Factor | 1.9532 | 3.0576 | 1.0774 | 1.2963 | 1.7426 | 0.9315 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 42.2535 | 44.4444 | 40 | 42.2535 | 44.4444 | 40 |
Ratio Avg Win / Avg Loss | 2.6694 | 3.822 | 1.6161 | 1.7716 | 2.1782 | 1.3973 |
Largest Winning Trade | 303652 | 303652 | 63116 | 141462 | 141462 | 75521 |
Largest Losing Trade | -47885 | -45626 | -47885 | -102918 | -102918 | -57101 |
Avg Bars in Trades | 97 | 89 | 106 | 97 | 89 | 106 |
Avg Bars in Winners | 155 | 142 | 170 | 155 | 142 | 170 |
Avg Bars in Losers | 56 | 47 | 64 | 56 | 47 | 64 |
Bars Traded | 6954 | 3215 | 3740 | 6954 | 3215 | 3740 |
Profit Streak | 80.689 | 254.439 | 0 | 80.689 | 254.439 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81210 | 480546 | -479191 | -204975 | -103873 | -583009 |
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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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