Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353451.5424 | 287070.504 | 66381.0384 | 415212.8633 | 306893.5647 | 108319.2986 |
Total P&L (%) | 353.4515 | 287.0705 | 66.381 | 415.2129 | 306.8936 | 108.3193 |
Avg Daily Profit (%) | 0.3393 | 0.2756 | 0.0637 | 0.1575 | 0.1348 | 0.0705 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76635 | -60132 | -39334 | -123570 | -109344 | -109053 |
Profit Factor | 2.2884 | 2.8279 | 1.566 | 1.7228 | 1.9639 | 1.4231 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 47.3684 | 41.3793 | 53.5714 | 47.3684 | 41.3793 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.5426 | 4.0061 | 1.3572 | 1.9143 | 2.7822 | 1.2333 |
Largest Winning Trade | 248560 | 248560 | 39790 | 240059 | 240059 | 117472 |
Largest Losing Trade | -19668 | -19079 | -19668 | -80350 | -67378 | -80350 |
Avg Bars in Trades | 431 | 357 | 508 | 431 | 357 | 508 |
Avg Bars in Winners | 576 | 475 | 657 | 576 | 475 | 657 |
Avg Bars in Losers | 301 | 274 | 336 | 301 | 274 | 336 |
Bars Traded | 24604 | 10368 | 14236 | 24604 | 10368 | 14236 |
Profit Streak | 36.5468 | 36.5468 | 73.2551 | 36.5468 | 36.5468 | 73.2551 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166364 | 388843 | -125992 | -169009 | -12178 | -117619 |
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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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