Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912940.32 | 968417.2849 | -55476.9648 | 199270.5012 | 553757.1712 | -354486.67 |
Total P&L (%) | 912.9403 | 968.4173 | -55.477 | 199.2705 | 553.7572 | -354.4867 |
Avg Daily Profit (%) | 0.504 | 0.5346 | -0.0306 | 0.0605 | 0.1037 | 0 |
Buy And Hold Return (%) | 576.7888 | 576.7888 | 576.7888 | 576.7888 | 576.7888 | 576.7888 |
Max Trade Drawdown | -152037 | -81482 | -135944 | -330127 | -206738 | -394016 |
Profit Factor | 2.5048 | 4.4244 | 0.8287 | 1.1572 | 2.0413 | 0.5183 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 43.3333 | 46.6667 | 40 | 43.3333 | 46.6667 | 40 |
Ratio Avg Win / Avg Loss | 3.2755 | 5.0565 | 1.2431 | 1.5132 | 2.3329 | 0.7775 |
Largest Winning Trade | 561080 | 561080 | 75798 | 295669 | 295669 | 97518 |
Largest Losing Trade | -43080 | -39883 | -43080 | -114967 | -85805 | -114967 |
Avg Bars in Trades | 173 | 162 | 184 | 173 | 162 | 184 |
Avg Bars in Winners | 281 | 262 | 303 | 281 | 262 | 303 |
Avg Bars in Losers | 91 | 75 | 105 | 91 | 75 | 105 |
Bars Traded | 10415 | 4885 | 5530 | 10415 | 4885 | 5530 |
Profit Streak | 26.9293 | 157.2626 | 26.9293 | 26.9293 | 157.2626 | 26.9293 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169337 | 333008 | -582506 | -499469 | -216010 | -584173 |
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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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