Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488432.9298 | 551776.6477 | -63343.7179 | 34037.9534 | 287717.0197 | -253679.0663 |
Total P&L (%) | 488.4329 | 551.7766 | -63.3437 | 34.038 | 287.717 | -253.6791 |
Avg Daily Profit (%) | 0.2679 | 0.3026 | -0.0347 | 0.0161 | 0.0743 | 0 |
Buy And Hold Return (%) | 194.4886 | 194.4886 | 194.4886 | 194.4886 | 194.4886 | 194.4886 |
Max Trade Drawdown | -126004 | -83134 | -76538 | -381776 | -268906 | -258485 |
Profit Factor | 1.7063 | 2.6718 | 0.8248 | 1.0244 | 1.4144 | 0.6377 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 43.5897 | 46.1538 | 41.0256 | 43.5897 | 46.1538 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.2081 | 3.1171 | 1.1856 | 1.3257 | 1.6501 | 0.9166 |
Largest Winning Trade | 243647 | 243647 | 75918 | 248348 | 248348 | 139858 |
Largest Losing Trade | -37583 | -37166 | -37583 | -150133 | -150133 | -83440 |
Avg Bars in Trades | 135 | 130 | 140 | 135 | 130 | 140 |
Avg Bars in Winners | 196 | 191 | 202 | 196 | 191 | 202 |
Avg Bars in Losers | 88 | 78 | 97 | 88 | 78 | 97 |
Bars Traded | 10565 | 5094 | 5471 | 10565 | 5094 | 5471 |
Profit Streak | 28.6408 | 43.3075 | 0 | 28.6408 | 43.3075 | 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 | -32840 | 353993 | -582580 | -571566 | -109350 | -584247 |
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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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