Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839764.6632 | 883132.0304 | -43367.3672 | 331074.0954 | 466182.5295 | -135108.434 |
Total P&L (%) | 839.7647 | 883.132 | -43.3674 | 331.0741 | 466.1825 | -135.1084 |
Avg Daily Profit (%) | 0.3871 | 0.4071 | -0.02 | 0.0674 | 0.0799 | 0 |
Buy And Hold Return (%) | 273.9988 | 273.9988 | 273.9988 | 273.9988 | 273.9988 | 273.9988 |
Max Trade Drawdown | -217941 | -65995 | -182257 | -454105 | -124488 | -407463 |
Profit Factor | 3.0085 | 6.7313 | 0.8357 | 1.3785 | 2.4071 | 0.7514 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 34.4828 | 41.3793 | 27.5862 | 34.4828 | 41.3793 | 27.5862 |
Ratio Avg Win / Avg Loss | 5.7162 | 9.536 | 2.1938 | 2.6192 | 3.4101 | 1.9723 |
Largest Winning Trade | 598645 | 598645 | 85001 | 338507 | 338507 | 149083 |
Largest Losing Trade | -54855 | -18323 | -54855 | -126658 | -66625 | -126658 |
Avg Bars in Trades | 68 | 43 | 93 | 68 | 43 | 93 |
Avg Bars in Winners | 157 | 87 | 263 | 157 | 87 | 263 |
Avg Bars in Losers | 21 | 12 | 28 | 21 | 12 | 28 |
Bars Traded | 3962 | 1253 | 2709 | 3962 | 1253 | 2709 |
Profit Streak | 0 | 0 | 290.5381 | 0 | 0 | 290.5381 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173482 | 432557 | -595503 | -388088 | -93912 | -595503 |
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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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