Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720504.1767 | 563814.8303 | 156689.3463 | 4134156.7913 | 1940018.0118 | 2194138.7794 |
Total P&L (%) | 720.5042 | 563.8148 | 156.6893 | 4134.1568 | 1940.018 | 2194.1388 |
Avg Daily Profit (%) | 0.407 | 0.3185 | 0.0885 | 0.2118 | 0.1705 | 0.1771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56174 | -43577 | -48078 | -3135077 | -1971348 | -1643883 |
Profit Factor | 3.2202 | 4.5914 | 1.9352 | 1.4294 | 1.41 | 1.448 |
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 | 5.6736 | 7.5132 | 3.677 | 2.5184 | 2.3073 | 2.7513 |
Largest Winning Trade | 242141 | 242141 | 79371 | 2997942 | 2494509 | 2997942 |
Largest Losing Trade | -22385 | -21839 | -22385 | -1048226 | -887712 | -1048226 |
Avg Bars in Trades | 176 | 153 | 199 | 176 | 153 | 199 |
Avg Bars in Winners | 357 | 297 | 423 | 357 | 297 | 423 |
Avg Bars in Losers | 73 | 66 | 80 | 73 | 66 | 80 |
Bars Traded | 10230 | 4458 | 5772 | 10230 | 4458 | 5772 |
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 | -169179 | 424696 | -77208 | -175017 | 176547 | 138683 |
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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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