Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622524.3276 | 621890.0837 | 634.2439 | 16118.8548 | -320195.5706 | 336314.4253 |
Total P&L (%) | 622.5243 | 621.8901 | 0.6342 | 16.1189 | -320.1956 | 336.3144 |
Avg Daily Profit (%) | 0.3257 | 0.3254 | 0.0003 | 0.0078 | 0 | 0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182753 | -177895 | -35959 | -1409977 | -1441382 | -77066 |
Profit Factor | 2.4233 | 2.7532 | 1.0077 | 1.0077 | 0.8326 | 2.7864 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 43.3333 | 48.3871 | 45.9016 | 43.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.8561 | 3.6003 | 1.0749 | 1.1876 | 1.0888 | 2.9722 |
Largest Winning Trade | 627516 | 627516 | 12653 | 582304 | 582304 | 171419 |
Largest Losing Trade | -47159 | -47159 | -11505 | -546940 | -546940 | -32978 |
Avg Bars in Trades | 181 | 361 | 7 | 181 | 361 | 7 |
Avg Bars in Winners | 221 | 470 | 6 | 221 | 470 | 6 |
Avg Bars in Losers | 147 | 278 | 7 | 147 | 278 | 7 |
Bars Traded | 11074 | 10855 | 219 | 11074 | 10855 | 219 |
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 | -153864 | 422032 | -570616 | -571539 | -581751 | -85060 |
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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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