Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185530.9323 | 1126881.3479 | 58649.5844 | 106552.963 | -129939.2813 | 236492.2443 |
Total P&L (%) | 1185.5309 | 1126.8813 | 58.6496 | 106.553 | -129.9393 | 236.4922 |
Avg Daily Profit (%) | 0.5042 | 0.4792 | 0.0249 | 0.0309 | 0 | 0.0516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131856 | -94553 | -127054 | -429223 | -420093 | -292487 |
Profit Factor | 3.1468 | 5.5466 | 1.1927 | 1.0751 | 0.8159 | 1.3312 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 43.8596 | 37.931 | 50 | 43.8596 | 37.931 | 50 |
Ratio Avg Win / Avg Loss | 4.0279 | 9.0763 | 1.1927 | 1.3761 | 1.3351 | 1.3312 |
Largest Winning Trade | 1183965 | 1183965 | 65451 | 327977 | 327977 | 198828 |
Largest Losing Trade | -42996 | -29558 | -42996 | -245105 | -117316 | -245105 |
Avg Bars in Trades | 158 | 127 | 191 | 158 | 127 | 191 |
Avg Bars in Winners | 225 | 180 | 260 | 225 | 180 | 260 |
Avg Bars in Losers | 106 | 94 | 122 | 106 | 94 | 122 |
Bars Traded | 9045 | 3686 | 5359 | 9045 | 3686 | 5359 |
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 | -165236 | 499372 | -189939 | -471526 | -583859 | -144767 |
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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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