Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302520.5624 | 123266.9218 | 179253.6406 | 655879.5995 | -28902.7824 | 684782.3819 |
Total P&L (%) | 302.5206 | 123.2669 | 179.2536 | 655.8796 | -28.9028 | 684.7824 |
Avg Daily Profit (%) | 0.2927 | 0.1193 | 0.1734 | 0.1959 | -0.033 | 0.1995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90174 | -64021 | -59479 | -953268 | -673995 | -586341 |
Profit Factor | 2.3329 | 1.9435 | 2.8613 | 1.3382 | 0.9758 | 1.9177 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 55.8824 | 55.8824 | 55.8824 | 55.8824 | 55.8824 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.8418 | 1.5343 | 2.2589 | 1.0565 | 0.7703 | 1.514 |
Largest Winning Trade | 107431 | 107431 | 48510 | 330885 | 330885 | 280534 |
Largest Losing Trade | -30733 | -30733 | -25779 | -322955 | -322955 | -214052 |
Avg Bars in Trades | 40 | 31 | 49 | 40 | 31 | 49 |
Avg Bars in Winners | 56 | 37 | 74 | 56 | 37 | 74 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 2744 | 1065 | 1679 | 2744 | 1065 | 1679 |
Profit Streak | 82.1238 | 134.1238 | 0 | 82.1238 | 134.1238 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99323 | -28798 | 489656 | -103859 | -579463 | 447131 |
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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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