Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539661.6304 | 381689.896 | 157971.7344 | 868029.8268 | 137024.4063 | 731005.4205 |
Total P&L (%) | 539.6616 | 381.6899 | 157.9717 | 868.0298 | 137.0244 | 731.0054 |
Avg Daily Profit (%) | 0.2837 | 0.2006 | 0.083 | 0.1194 | 0.0454 | 0.1114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120285 | -70260 | -126465 | -1871966 | -1196531 | -932595 |
Profit Factor | 2.2679 | 2.7766 | 1.7495 | 1.2021 | 1.0572 | 1.385 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 51.6667 | 53.3333 | 50 | 51.6667 | 53.3333 | 50 |
Ratio Avg Win / Avg Loss | 2.1216 | 2.4295 | 1.7495 | 1.1246 | 0.925 | 1.385 |
Largest Winning Trade | 179189 | 179189 | 58782 | 762761 | 450567 | 762761 |
Largest Losing Trade | -43264 | -38125 | -43264 | -953114 | -953114 | -727229 |
Avg Bars in Trades | 89 | 69 | 109 | 89 | 69 | 109 |
Avg Bars in Winners | 136 | 104 | 170 | 136 | 104 | 170 |
Avg Bars in Losers | 38 | 29 | 47 | 38 | 29 | 47 |
Bars Traded | 5364 | 2084 | 3280 | 5364 | 2084 | 3280 |
Profit Streak | 0 | 0 | 584.3548 | 0 | 0 | 584.3548 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160213 | 479162 | -78232 | -206983 | -291198 | -42755 |
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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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