Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570704.9541 | 425809.8612 | 144895.0929 | 588657.3545 | -92833.1106 | 681490.4651 |
Total P&L (%) | 570.705 | 425.8099 | 144.8951 | 588.6574 | -92.8331 | 681.4905 |
Avg Daily Profit (%) | 0.3276 | 0.2444 | 0.0832 | 0.1108 | -0.1512 | 0.1181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98989 | -89211 | -79734 | -816153 | -662670 | -405734 |
Profit Factor | 2.2746 | 2.7382 | 1.7145 | 1.1955 | 0.9488 | 1.5697 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 44.8276 | 37.931 | 51.7241 | 44.8276 | 37.931 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.7995 | 4.4807 | 1.6002 | 1.4714 | 1.5527 | 1.465 |
Largest Winning Trade | 356931 | 356931 | 72297 | 429258 | 429258 | 289220 |
Largest Losing Trade | -34618 | -23834 | -34618 | -290810 | -290810 | -241006 |
Avg Bars in Trades | 117 | 93 | 140 | 117 | 93 | 140 |
Avg Bars in Winners | 181 | 154 | 201 | 181 | 154 | 201 |
Avg Bars in Losers | 64 | 55 | 75 | 64 | 55 | 75 |
Bars Traded | 6788 | 2705 | 4083 | 6788 | 2705 | 4083 |
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 | -168052 | 305174 | -78485 | -231602 | -582748 | -33026 |
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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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