Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751192.1774 | 630677.5651 | 120514.6124 | 609372.9951 | 231336.4075 | 378036.5876 |
Total P&L (%) | 751.1922 | 630.6776 | 120.5146 | 609.373 | 231.3364 | 378.0366 |
Avg Daily Profit (%) | 0.4055 | 0.3405 | 0.0651 | 0.1058 | 0.0647 | 0.0845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105833 | -66721 | -107897 | -719147 | -374916 | -344231 |
Profit Factor | 2.6197 | 3.9974 | 1.4756 | 1.2842 | 1.234 | 1.3272 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 36.2069 | 31.0345 | 41.3793 | 36.2069 | 31.0345 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.6157 | 8.8831 | 2.0905 | 2.2627 | 2.7423 | 1.8802 |
Largest Winning Trade | 535054 | 535054 | 57920 | 520885 | 461515 | 520885 |
Largest Losing Trade | -52635 | -31116 | -52635 | -287492 | -138524 | -287492 |
Avg Bars in Trades | 376 | 242 | 510 | 376 | 242 | 510 |
Avg Bars in Winners | 727 | 471 | 919 | 727 | 471 | 919 |
Avg Bars in Losers | 176 | 139 | 221 | 176 | 139 | 221 |
Bars Traded | 21826 | 7029 | 14797 | 21826 | 7029 | 14797 |
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 | -170350 | 319233 | -107197 | -235331 | -113186 | -82188 |
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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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