Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492138.0577 | 377003.117 | 115134.9408 | 483895.6324 | 489947.7839 | -6052.1515 |
Total P&L (%) | 492.1381 | 377.0031 | 115.1349 | 483.8956 | 489.9478 | -6.0522 |
Avg Daily Profit (%) | 0.2587 | 0.1982 | 0.0605 | 0.0928 | 0.0933 | -0.0033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150732 | -57597 | -118639 | -688893 | -368726 | -556649 |
Profit Factor | 2.2461 | 2.955 | 1.5697 | 1.2412 | 1.5174 | 0.9943 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 51.6129 | 45.1613 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.1057 | 3.5883 | 1.1337 | 1.1636 | 1.8426 | 0.7181 |
Largest Winning Trade | 294731 | 294731 | 68120 | 619806 | 619806 | 288417 |
Largest Losing Trade | -43971 | -26527 | -43971 | -353506 | -197532 | -353506 |
Avg Bars in Trades | 87 | 67 | 108 | 87 | 67 | 108 |
Avg Bars in Winners | 133 | 115 | 147 | 133 | 115 | 147 |
Avg Bars in Losers | 39 | 28 | 54 | 39 | 28 | 54 |
Bars Traded | 5454 | 2091 | 3363 | 5454 | 2091 | 3363 |
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 | -145892 | 407776 | -109371 | -227639 | -67747 | -579772 |
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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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