Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349434.4541 | 260710.0207 | 88724.4335 | 642527.5424 | 607802.6267 | 34724.9157 |
Total P&L (%) | 349.4345 | 260.71 | 88.7244 | 642.5275 | 607.8026 | 34.7249 |
Avg Daily Profit (%) | 0.2445 | 0.1824 | 0.0621 | 0.1404 | 0.137 | 0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54056 | -50413 | -42422 | -661819 | -582011 | -431838 |
Profit Factor | 1.9485 | 2.4378 | 1.4742 | 1.4148 | 1.7899 | 1.0445 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 57.971 | 52.9412 | 62.8571 | 57.971 | 52.9412 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.4126 | 2.1669 | 0.8711 | 1.0257 | 1.591 | 0.6172 |
Largest Winning Trade | 80451 | 80451 | 26108 | 537205 | 537205 | 159258 |
Largest Losing Trade | -34512 | -30449 | -34512 | -337510 | -323608 | -337510 |
Avg Bars in Trades | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Winners | 78 | 80 | 77 | 78 | 80 | 77 |
Avg Bars in Losers | 75 | 76 | 75 | 75 | 76 | 75 |
Bars Traded | 5355 | 2682 | 2674 | 5355 | 2682 | 2674 |
Profit Streak | 55.3775 | 0 | 82.6275 | 55.3775 | 0 | 82.6275 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93813 | 449282 | -108325 | -108810 | -5908 | -338662 |
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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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