Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648998.0955 | 852199.8196 | -203201.7241 | -97250.9598 | 174987.1948 | -272238.1546 |
Total P&L (%) | 648.9981 | 852.1998 | -203.2017 | -97.251 | 174.9872 | -272.2382 |
Avg Daily Profit (%) | 0.3515 | 0.4615 | -0.11 | -0.1944 | 0.0548 | 0 |
Buy And Hold Return (%) | 117.9208 | 117.9208 | 117.9208 | 117.9208 | 117.9208 | 117.9208 |
Max Trade Drawdown | -281729 | -215496 | -173871 | -551814 | -362540 | -229075 |
Profit Factor | 1.7561 | 2.6404 | 0.4004 | 0.8981 | 1.2916 | 0.2325 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 46.6667 | 51.3514 | 42.1053 | 46.6667 | 51.3514 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.0069 | 2.5014 | 0.5505 | 1.0264 | 1.2236 | 0.3196 |
Largest Winning Trade | 936124 | 936124 | 30958 | 500588 | 500588 | 26704 |
Largest Losing Trade | -71950 | -71950 | -51316 | -184631 | -184631 | -100427 |
Avg Bars in Trades | 94 | 162 | 28 | 94 | 162 | 28 |
Avg Bars in Winners | 77 | 123 | 22 | 77 | 123 | 22 |
Avg Bars in Losers | 109 | 202 | 33 | 109 | 202 | 33 |
Bars Traded | 7094 | 6000 | 1094 | 7094 | 6000 | 1094 |
Profit Streak | 45.2985 | 45.2985 | 68.2985 | 45.2985 | 45.2985 | 68.2985 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49490 | 577647 | -582587 | -640265 | -134193 | -582587 |
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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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