Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518922.8599 | 501524.9278 | 17397.9321 | 35490.616 | -49879.4136 | 85370.0296 |
Total P&L (%) | 518.9229 | 501.5249 | 17.3979 | 35.4906 | -49.8794 | 85.37 |
Avg Daily Profit (%) | 0.2675 | 0.2586 | 0.009 | 0.0157 | -0.0356 | 0.0318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162141 | -75874 | -155894 | -172436 | -188215 | -90407 |
Profit Factor | 1.8364 | 2.5836 | 1.0573 | 1.0491 | 0.8784 | 1.2725 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 36.2069 | 37.931 | 34.4828 | 36.2069 | 37.931 | 34.4828 |
Ratio Avg Win / Avg Loss | 3.2355 | 4.2277 | 2.0088 | 1.8483 | 1.4374 | 2.4177 |
Largest Winning Trade | 345135 | 345135 | 55260 | 98481 | 75945 | 98481 |
Largest Losing Trade | -50171 | -39209 | -50171 | -60164 | -60164 | -43722 |
Avg Bars in Trades | 129 | 99 | 160 | 129 | 99 | 160 |
Avg Bars in Winners | 230 | 156 | 311 | 230 | 156 | 311 |
Avg Bars in Losers | 72 | 64 | 80 | 72 | 64 | 80 |
Bars Traded | 7528 | 2887 | 4641 | 7528 | 2887 | 4641 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173042 | 313779 | -351972 | -525146 | -583859 | -155438 |
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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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