Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277255.2772 | 32254.0189 | 245001.2583 | 331429.3699 | -11368.0378 | 342797.4076 |
Total P&L (%) | 277.2553 | 32.254 | 245.0013 | 331.4294 | -11.368 | 342.7974 |
Avg Daily Profit (%) | 0.1807 | 0.021 | 0.1597 | 0.0953 | -0.0079 | 0.097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71171 | -68789 | -38049 | -286341 | -196135 | -142082 |
Profit Factor | 1.8419 | 1.1672 | 2.7957 | 1.378 | 0.976 | 1.8481 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 20 | 7 | 13 | 20 | 7 | 13 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 34.4828 | 24.1379 | 44.8276 | 34.4828 | 24.1379 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.4997 | 3.6684 | 3.4409 | 2.6181 | 3.0673 | 2.2746 |
Largest Winning Trade | 78463 | 78463 | 66974 | 250814 | 161013 | 250814 |
Largest Losing Trade | -23881 | -23881 | -19771 | -105244 | -46578 | -105244 |
Avg Bars in Trades | 76 | 50 | 103 | 76 | 50 | 103 |
Avg Bars in Winners | 149 | 93 | 180 | 149 | 93 | 180 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 4460 | 1463 | 2997 | 4460 | 1463 | 2997 |
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 | -174860 | -236814 | 379654 | -249817 | -611669 | -61972 |
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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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