Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542274.9888 | 514220.1362 | 28054.8526 | -111308.6086 | -604850.309 | 493541.7004 |
Total P&L (%) | 542.275 | 514.2201 | 28.0549 | -111.3086 | -604.8503 | 493.5417 |
Avg Daily Profit (%) | 0.2271 | 0.2154 | 0.0118 | 0 | 0 | 0.0746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230680 | -129087 | -158335 | -2966916 | -2319265 | -1204278 |
Profit Factor | 1.7375 | 2.4336 | 1.0745 | 0.976 | 0.7837 | 1.2685 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 33 | 16 | 17 | 30 | 16 | 14 |
Losing Trades | 24 | 13 | 11 | 27 | 13 | 14 |
Profitability (%) | 57.8947 | 55.1724 | 60.7143 | 52.6316 | 55.1724 | 50 |
Ratio Avg Win / Avg Loss | 1.2637 | 1.9773 | 0.6953 | 0.8784 | 0.6368 | 1.2685 |
Largest Winning Trade | 188471 | 188471 | 59939 | 876613 | 876613 | 572105 |
Largest Losing Trade | -105549 | -68987 | -105549 | -2016280 | -2016280 | -841540 |
Avg Bars in Trades | 121 | 96 | 147 | 121 | 96 | 147 |
Avg Bars in Winners | 127 | 92 | 159 | 123 | 103 | 146 |
Avg Bars in Losers | 113 | 101 | 127 | 119 | 88 | 147 |
Bars Traded | 6923 | 2804 | 4119 | 6923 | 2804 | 4119 |
Profit Streak | 69.5203 | 113.1869 | 69.5203 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166541 | 531886 | -339360 | -759936 | -580162 | -114467 |
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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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