Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405690.463 | 140300.0217 | 265390.4412 | 1303580.6722 | 576012.5194 | 727568.1528 |
Total P&L (%) | 405.6905 | 140.3 | 265.3904 | 1303.5807 | 576.0125 | 727.5682 |
Avg Daily Profit (%) | 0.2744 | 0.0949 | 0.1795 | 0.1788 | 0.1293 | 0.143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51190 | -53472 | -24719 | -1023363 | -597650 | -425713 |
Profit Factor | 2.6792 | 1.9338 | 3.905 | 1.6232 | 1.5263 | 1.7295 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 44.8276 | 34.4828 | 55.1724 | 44.8276 | 34.4828 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.2975 | 3.6743 | 3.1728 | 1.9978 | 2.9 | 1.4052 |
Largest Winning Trade | 84060 | 84060 | 67490 | 906627 | 729204 | 906627 |
Largest Losing Trade | -24719 | -19999 | -24719 | -263312 | -255910 | -263312 |
Avg Bars in Trades | 47 | 31 | 62 | 47 | 31 | 62 |
Avg Bars in Winners | 83 | 62 | 97 | 83 | 62 | 97 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 2726 | 911 | 1815 | 2726 | 911 | 1815 |
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 | -168143 | -68699 | 541917 | -170581 | -23449 | 40015 |
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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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