Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1385921.5195 | 1271263.1587 | 114658.3608 | 438805.0755 | -69690.5109 | 508495.5864 |
Total P&L (%) | 1385.9215 | 1271.2632 | 114.6584 | 438.8051 | -69.6905 | 508.4956 |
Avg Daily Profit (%) | 0.7506 | 0.6885 | 0.0621 | 0.0913 | -0.0646 | 0.0978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142702 | -101611 | -69356 | -1396615 | -1371272 | -826339 |
Profit Factor | 3.78 | 5.3808 | 1.5503 | 1.1009 | 0.9728 | 1.2838 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 42.623 | 35.4839 | 50 | 42.623 | 35.4839 | 50 |
Ratio Avg Win / Avg Loss | 5.0884 | 9.7832 | 1.5503 | 1.4819 | 1.7687 | 1.2838 |
Largest Winning Trade | 1301582 | 1301582 | 64815 | 1301582 | 1301582 | 587585 |
Largest Losing Trade | -55456 | -40743 | -55456 | -600292 | -575082 | -600292 |
Avg Bars in Trades | 117 | 97 | 137 | 117 | 97 | 137 |
Avg Bars in Winners | 188 | 172 | 199 | 188 | 172 | 199 |
Avg Bars in Losers | 64 | 56 | 75 | 64 | 56 | 75 |
Bars Traded | 7151 | 3018 | 4133 | 7151 | 3018 | 4133 |
Profit Streak | 0 | 0 | 39.7957 | 0 | 0 | 39.7957 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149502 | 525664 | -106788 | -349875 | -583685 | -61444 |
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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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