Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439371.0445 | 387502.5996 | 51868.4449 | 170402.6476 | 81643.9761 | 88758.6714 |
Total P&L (%) | 439.371 | 387.5026 | 51.8684 | 170.4026 | 81.644 | 88.7587 |
Avg Daily Profit (%) | 0.1756 | 0.1548 | 0.0207 | 0.0398 | 0.0239 | 0.0254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137684 | -130534 | -86786 | -751470 | -811722 | -380608 |
Profit Factor | 1.8645 | 2.6721 | 1.1876 | 1.0818 | 1.0717 | 1.0941 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 50 | 55.1724 | 44.8276 | 50 | 55.1724 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.8645 | 2.171 | 1.4617 | 1.0818 | 0.8707 | 1.3466 |
Largest Winning Trade | 228238 | 228238 | 64035 | 390181 | 390181 | 234550 |
Largest Losing Trade | -54185 | -33983 | -54185 | -252486 | -252486 | -171556 |
Avg Bars in Trades | 80 | 83 | 76 | 80 | 83 | 76 |
Avg Bars in Winners | 104 | 106 | 101 | 104 | 106 | 101 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 4662 | 2435 | 2227 | 4662 | 2435 | 2227 |
Profit Streak | 61.7581 | 61.7581 | 85.7581 | 61.7581 | 61.7581 | 85.7581 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167573 | 486265 | -182047 | -448843 | -303188 | -277492 |
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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) |
---|