Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007636.6984 | 874839.9258 | 132796.7726 | 1333761.9788 | 207497.7881 | 1126264.1907 |
Total P&L (%) | 1007.6367 | 874.8399 | 132.7968 | 1333.762 | 207.4978 | 1126.2642 |
Avg Daily Profit (%) | 0.4174 | 0.3624 | 0.055 | 0.1104 | 0.0465 | 0.1039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95243 | -56118 | -115654 | -891690 | -651078 | -361662 |
Profit Factor | 2.9488 | 4.357 | 1.5178 | 1.3742 | 1.104 | 1.7177 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 41.3793 | 31.0345 | 51.7241 | 41.3793 | 31.0345 | 51.7241 |
Ratio Avg Win / Avg Loss | 4.1775 | 9.6821 | 1.4167 | 1.9467 | 2.4533 | 1.6032 |
Largest Winning Trade | 621568 | 621568 | 64149 | 658556 | 497917 | 658556 |
Largest Losing Trade | -41598 | -24630 | -41598 | -308263 | -291130 | -308263 |
Avg Bars in Trades | 161 | 135 | 187 | 161 | 135 | 187 |
Avg Bars in Winners | 271 | 266 | 275 | 271 | 266 | 275 |
Avg Bars in Losers | 83 | 76 | 93 | 83 | 76 | 93 |
Bars Traded | 9371 | 3929 | 5442 | 9371 | 3929 | 5442 |
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 | -167325 | 335471 | -117874 | -226432 | -243216 | -50448 |
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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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