Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536724.0355 | 555968.7181 | -19244.6826 | -55169.6393 | -76192.867 | 21023.2277 |
Total P&L (%) | 536.724 | 555.9687 | -19.2447 | -55.1696 | -76.1929 | 21.0232 |
Avg Daily Profit (%) | 0.2826 | 0.2927 | -0.0101 | -0.0422 | -0.0755 | 0.01 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158926 | -139223 | -34362 | -514956 | -472507 | -108480 |
Profit Factor | 2.1363 | 2.5286 | 0.8228 | 0.9463 | 0.9088 | 1.1099 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 49.1525 | 51.7241 | 46.6667 | 49.1525 | 51.7241 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.21 | 2.36 | 0.9404 | 0.9789 | 0.8482 | 1.2685 |
Largest Winning Trade | 644005 | 644005 | 24423 | 416831 | 416831 | 87503 |
Largest Losing Trade | -64413 | -64413 | -17043 | -359870 | -359870 | -78746 |
Avg Bars in Trades | 362 | 713 | 23 | 362 | 713 | 23 |
Avg Bars in Winners | 260 | 473 | 31 | 260 | 473 | 31 |
Avg Bars in Losers | 461 | 970 | 16 | 461 | 970 | 16 |
Bars Traded | 21382 | 20685 | 697 | 21382 | 20685 | 697 |
Profit Streak | 0 | 159.5302 | 0 | 0 | 159.5302 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167022 | 518269 | -581844 | -760607 | -580032 | -286287 |
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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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