Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945619.7056 | 957339.4813 | -11719.7757 | -63581.82 | 288031.3449 | -351613.165 |
Total P&L (%) | 945.6197 | 957.3395 | -11.7198 | -63.5818 | 288.0313 | -351.6132 |
Avg Daily Profit (%) | 0.5105 | 0.5168 | -0.0063 | -0.0545 | 0.0732 | 0 |
Buy And Hold Return (%) | 66.7925 | 66.7925 | 66.7925 | 66.7925 | 66.7925 | 66.7925 |
Max Trade Drawdown | -144102 | -85857 | -110348 | -718926 | -374272 | -374420 |
Profit Factor | 2.511 | 5.432 | 0.9714 | 0.9673 | 1.4545 | 0.732 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 51.3514 | 43.2432 | 59.4595 | 51.3514 | 43.2432 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.3788 | 7.1295 | 0.6623 | 0.9164 | 1.909 | 0.4991 |
Largest Winning Trade | 914181 | 914181 | 64531 | 277201 | 277201 | 238800 |
Largest Losing Trade | -93583 | -25693 | -93583 | -369861 | -130217 | -369861 |
Avg Bars in Trades | 72 | 64 | 81 | 72 | 64 | 81 |
Avg Bars in Winners | 86 | 71 | 97 | 86 | 71 | 97 |
Avg Bars in Losers | 58 | 59 | 57 | 58 | 59 | 57 |
Bars Traded | 5379 | 2377 | 3002 | 5379 | 2377 | 3002 |
Profit Streak | 26.4963 | 26.4963 | 67.163 | 26.4963 | 26.4963 | 67.163 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52107 | 603965 | -578576 | -648363 | -97056 | -578576 |
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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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