Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343381.7773 | 320751.95 | 22629.8273 | 5363.9772 | -40548.3534 | 45912.3306 |
Total P&L (%) | 343.3818 | 320.752 | 22.6298 | 5.364 | -40.5484 | 45.9123 |
Avg Daily Profit (%) | 0.1816 | 0.1696 | 0.012 | 0.0028 | -0.0275 | 0.02 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173731 | -122902 | -127316 | -969737 | -727321 | -379541 |
Profit Factor | 1.4851 | 2.082 | 1.055 | 1.0025 | 0.9615 | 1.0412 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 58.75 | 57.5 | 60 | 58.75 | 57.5 | 60 |
Ratio Avg Win / Avg Loss | 1.0427 | 1.5389 | 0.7033 | 0.7039 | 0.7107 | 0.6942 |
Largest Winning Trade | 146446 | 146446 | 39340 | 226408 | 221244 | 226408 |
Largest Losing Trade | -56728 | -46368 | -56728 | -322791 | -322791 | -152098 |
Avg Bars in Trades | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Winners | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Losers | 68 | 68 | 68 | 68 | 68 | 68 |
Bars Traded | 5459 | 2729 | 2730 | 5459 | 2729 | 2730 |
Profit Streak | 130.833 | 130.833 | 153.4996 | 130.833 | 130.833 | 153.4996 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12269 | 478075 | -341002 | -595319 | -578818 | -342006 |
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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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