Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564315.1078 | 456236.2685 | 108078.8393 | 372271.5416 | 358551.6574 | 13719.8842 |
Total P&L (%) | 564.3151 | 456.2363 | 108.0788 | 372.2715 | 358.5517 | 13.7199 |
Avg Daily Profit (%) | 0.2468 | 0.1995 | 0.0473 | 0.0679 | 0.0666 | 0.0056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128414 | -115462 | -102451 | -391349 | -360831 | -297511 |
Profit Factor | 1.9851 | 2.3679 | 1.4516 | 1.2202 | 1.367 | 1.0192 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 42.623 | 38.7097 | 46.6667 | 42.623 | 38.7097 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.6722 | 3.7492 | 1.6589 | 1.6426 | 2.1643 | 1.1648 |
Largest Winning Trade | 285340 | 285340 | 54140 | 376099 | 376099 | 131902 |
Largest Losing Trade | -36260 | -36260 | -34859 | -135295 | -135295 | -112144 |
Avg Bars in Trades | 143 | 140 | 147 | 143 | 140 | 147 |
Avg Bars in Winners | 217 | 225 | 209 | 217 | 225 | 209 |
Avg Bars in Losers | 88 | 86 | 91 | 88 | 86 | 91 |
Bars Traded | 8758 | 4348 | 4410 | 8758 | 4348 | 4410 |
Profit Streak | 78.1201 | 236.3701 | 0 | 78.1201 | 236.3701 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156379 | 312086 | -129011 | -270142 | -105834 | -436079 |
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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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