Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276912.575 | 281675.7079 | -4763.1329 | 193164.8305 | 690963.0533 | -497798.2228 |
Total P&L (%) | 276.9126 | 281.6757 | -4.7631 | 193.1648 | 690.9631 | -497.7982 |
Avg Daily Profit (%) | 0.3101 | 0.3154 | -0.0053 | 0.1205 | 0.2319 | 0 |
Buy And Hold Return (%) | 196.8682 | 196.8682 | 196.8682 | 196.8682 | 196.8682 | 196.8682 |
Max Trade Drawdown | -115047 | -61294 | -106980 | -614195 | -189793 | -693615 |
Profit Factor | 1.6272 | 2.5329 | 0.9815 | 1.0993 | 1.9894 | 0.601 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 54.7619 | 52.381 | 57.1429 | 54.7619 | 52.381 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.3442 | 2.3026 | 0.7361 | 0.9081 | 1.8086 | 0.4507 |
Largest Winning Trade | 69477 | 69477 | 29941 | 189189 | 189189 | 143580 |
Largest Losing Trade | -60115 | -32490 | -60115 | -393713 | -177659 | -393713 |
Avg Bars in Trades | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Winners | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
Bars Traded | 2424 | 1326 | 1098 | 2424 | 1326 | 1098 |
Profit Streak | 32.8205 | 32.8205 | 75.4872 | 32.8205 | 32.8205 | 75.4872 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26181 | -17427 | -578158 | -308323 | 371688 | -578158 |
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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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