Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466305.8247 | 428435.0657 | 37870.759 | 603914.5509 | 392835.5082 | 211079.0428 |
Total P&L (%) | 466.3058 | 428.4351 | 37.8708 | 603.9146 | 392.8355 | 211.079 |
Avg Daily Profit (%) | 0.2536 | 0.233 | 0.0206 | 0.1062 | 0.0868 | 0.0617 |
Buy And Hold Return (%) | 166.1062 | 166.1062 | 166.1062 | 166.1062 | 166.1062 | 166.1062 |
Max Trade Drawdown | -108137 | -138466 | -39186 | -462666 | -579757 | -109477 |
Profit Factor | 2.3098 | 2.5559 | 1.4695 | 1.3736 | 1.291 | 1.7919 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 56.8966 | 51.7241 | 62.069 | 56.8966 | 51.7241 | 62.069 |
Ratio Avg Win / Avg Loss | 1.7499 | 2.3855 | 0.8981 | 1.0406 | 1.2049 | 1.095 |
Largest Winning Trade | 183107 | 183107 | 13342 | 540595 | 540595 | 65353 |
Largest Losing Trade | -51409 | -51409 | -26736 | -345550 | -345550 | -109477 |
Avg Bars in Trades | 367 | 702 | 32 | 367 | 702 | 32 |
Avg Bars in Winners | 174 | 344 | 32 | 174 | 344 | 32 |
Avg Bars in Losers | 622 | 1086 | 33 | 622 | 1086 | 33 |
Bars Traded | 21314 | 20371 | 942 | 21314 | 20371 | 942 |
Profit Streak | 65.5364 | 65.5364 | 288.2031 | 65.5364 | 65.5364 | 288.2031 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168026 | 360669 | -329189 | -230027 | -80786 | -187259 |
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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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