Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530887.2532 | 449896.7312 | 80990.522 | 433503.1102 | 764714.2703 | -331211.1602 |
Total P&L (%) | 530.8873 | 449.8967 | 80.9905 | 433.5031 | 764.7143 | -331.2112 |
Avg Daily Profit (%) | 0.3296 | 0.2793 | 0.0503 | 0.104 | 0.134 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161004 | -80594 | -70286 | -1048368 | -637394 | -592111 |
Profit Factor | 2.2055 | 3.0855 | 1.3605 | 1.2212 | 1.8215 | 0.678 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 39.3443 | 35.4839 | 43.3333 | 39.3443 | 35.4839 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.4001 | 5.6101 | 1.7791 | 1.8827 | 3.3118 | 0.8867 |
Largest Winning Trade | 235925 | 235925 | 69526 | 988676 | 988676 | 293370 |
Largest Losing Trade | -41081 | -19028 | -41081 | -229326 | -170630 | -229326 |
Avg Bars in Trades | 99 | 79 | 119 | 99 | 79 | 119 |
Avg Bars in Winners | 198 | 158 | 231 | 198 | 158 | 231 |
Avg Bars in Losers | 35 | 36 | 33 | 35 | 36 | 33 |
Bars Traded | 6052 | 2462 | 3590 | 6052 | 2462 | 3590 |
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 | -157079 | 306320 | -126840 | -223848 | -15929 | -583418 |
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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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