Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402151.5767 | 155762.5238 | 246389.0528 | 1429689.5315 | 446621.3635 | 983068.168 |
Total P&L (%) | 402.1516 | 155.7625 | 246.3891 | 1429.6895 | 446.6214 | 983.0682 |
Avg Daily Profit (%) | 0.3931 | 0.1523 | 0.2409 | 0.267 | 0.1662 | 0.2332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64070 | -106621 | -30713 | -368936 | -496006 | -133859 |
Profit Factor | 2.346 | 1.6607 | 4.9107 | 2.3067 | 1.4951 | 6.1223 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 15 | 11 | 4 | 15 | 11 | 4 |
Profitability (%) | 74.1379 | 62.069 | 86.2069 | 74.1379 | 62.069 | 86.2069 |
Ratio Avg Win / Avg Loss | 0.8184 | 1.0149 | 0.7857 | 0.8047 | 0.9136 | 0.9796 |
Largest Winning Trade | 62045 | 62045 | 28304 | 446602 | 446602 | 256613 |
Largest Losing Trade | -42724 | -42724 | -30713 | -194684 | -194684 | -133859 |
Avg Bars in Trades | 98 | 113 | 83 | 98 | 113 | 83 |
Avg Bars in Winners | 66 | 60 | 70 | 66 | 60 | 70 |
Avg Bars in Losers | 190 | 199 | 165 | 190 | 199 | 165 |
Bars Traded | 5706 | 3280 | 2426 | 5706 | 3280 | 2426 |
Profit Streak | 17.287 | 0 | 285.787 | 17.287 | 0 | 285.787 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164840 | 387243 | 678149 | -165577 | 304221 | 719539 |
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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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