Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77110.2842 | 178781.8345 | -101671.5503 | -73466.7341 | 105133.3131 | -178600.0472 |
Total P&L (%) | 77.1103 | 178.7818 | -101.6716 | -73.4667 | 105.1333 | -178.6 |
Avg Daily Profit (%) | 0.0865 | 0.2005 | -0.114 | -0.1487 | 0.0806 | 0 |
Buy And Hold Return (%) | 37.6598 | 37.6598 | 37.6598 | 37.6598 | 37.6598 | 37.6598 |
Max Trade Drawdown | -118162 | -41495 | -160539 | -218934 | -65616 | -235746 |
Profit Factor | 1.1589 | 2.2131 | 0.6992 | 0.8645 | 1.6626 | 0.5342 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 71.5789 | 68.75 | 74.4681 | 71.5789 | 68.75 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.4601 | 1.0059 | 0.2397 | 0.3432 | 0.7557 | 0.1832 |
Largest Winning Trade | 25667 | 25667 | 20173 | 39890 | 39890 | 23391 |
Largest Losing Trade | -80212 | -26864 | -80212 | -188703 | -47573 | -188703 |
Avg Bars in Trades | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Winners | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Losers | 51 | 53 | 49 | 51 | 53 | 49 |
Bars Traded | 2401 | 1306 | 1095 | 2401 | 1306 | 1095 |
Profit Streak | 62.2523 | 62.2523 | 81.2523 | 62.2523 | 62.2523 | 81.2523 |
Trades During Streak | 12 | 6 | 7 | 12 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126221 | 486857 | -575695 | -575477 | -83895 | -575695 |
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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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