Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320582.0131 | 1183440.9528 | 137141.0603 | 526907.3625 | -259671.4688 | 786578.8313 |
Total P&L (%) | 1320.582 | 1183.441 | 137.1411 | 526.9074 | -259.6715 | 786.5788 |
Avg Daily Profit (%) | 0.5616 | 0.5033 | 0.0583 | 0.0781 | 0 | 0.0928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131540 | -83730 | -154646 | -336639 | -513577 | -105551 |
Profit Factor | 3.6056 | 5.1538 | 1.618 | 1.3709 | 0.7557 | 3.1997 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 43.8596 | 34.4828 | 53.5714 | 43.8596 | 34.4828 | 53.5714 |
Ratio Avg Win / Avg Loss | 4.6151 | 9.7922 | 1.4022 | 1.7548 | 1.4358 | 2.7731 |
Largest Winning Trade | 1152300 | 1152300 | 62120 | 369206 | 183436 | 369206 |
Largest Losing Trade | -70577 | -28728 | -70577 | -193034 | -193034 | -65015 |
Avg Bars in Trades | 161 | 129 | 194 | 161 | 129 | 194 |
Avg Bars in Winners | 263 | 232 | 283 | 263 | 232 | 283 |
Avg Bars in Losers | 82 | 75 | 92 | 82 | 75 | 92 |
Bars Traded | 9223 | 3764 | 5458 | 9223 | 3764 | 5458 |
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 | -163987 | 448127 | -133685 | -268524 | -585200 | -83075 |
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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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