Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381525.394 | 324621.165 | 56904.229 | 249634.5053 | 349998.1975 | -100363.6922 |
Total P&L (%) | 381.5254 | 324.6212 | 56.9042 | 249.6345 | 349.9982 | -100.3637 |
Avg Daily Profit (%) | 0.2147 | 0.1826 | 0.032 | 0.0705 | 0.0847 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95470 | -52360 | -96395 | -329798 | -240792 | -381615 |
Profit Factor | 1.8302 | 2.8007 | 1.2037 | 1.156 | 1.5591 | 0.8969 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 50 | 53.3333 | 46.6667 | 50 | 53.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.8302 | 2.4506 | 1.3757 | 1.156 | 1.3642 | 1.0251 |
Largest Winning Trade | 120602 | 120602 | 72697 | 265506 | 265506 | 256409 |
Largest Losing Trade | -50453 | -21387 | -50453 | -205734 | -110345 | -205734 |
Avg Bars in Trades | 172 | 151 | 193 | 172 | 151 | 193 |
Avg Bars in Winners | 243 | 198 | 295 | 243 | 198 | 295 |
Avg Bars in Losers | 101 | 97 | 104 | 101 | 97 | 104 |
Bars Traded | 10351 | 4533 | 5818 | 10351 | 4533 | 5818 |
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 | -162280 | 475301 | -152838 | -321263 | -77873 | -580455 |
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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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