Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527567.3516 | 506605.4545 | 20961.8971 | 89555.2344 | 235158.1757 | -145602.9413 |
Total P&L (%) | 527.5674 | 506.6055 | 20.9619 | 89.5552 | 235.1582 | -145.6029 |
Avg Daily Profit (%) | 0.291 | 0.2794 | 0.0116 | 0.0353 | 0.0667 | 0 |
Buy And Hold Return (%) | 69.723 | 69.723 | 69.723 | 69.723 | 69.723 | 69.723 |
Max Trade Drawdown | -123493 | -91087 | -60014 | -187814 | -74165 | -96430 |
Profit Factor | 2.3645 | 3.9387 | 1.0978 | 1.1822 | 2.4574 | 0.5589 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 51.6667 | 53.3333 | 50 | 51.6667 | 53.3333 | 50 |
Ratio Avg Win / Avg Loss | 2.212 | 3.4464 | 1.0978 | 1.106 | 2.1502 | 0.5589 |
Largest Winning Trade | 402261 | 402261 | 41242 | 125203 | 125203 | 39380 |
Largest Losing Trade | -70065 | -63479 | -70065 | -148032 | -40784 | -148032 |
Avg Bars in Trades | 85 | 84 | 85 | 85 | 84 | 85 |
Avg Bars in Winners | 107 | 109 | 106 | 107 | 109 | 106 |
Avg Bars in Losers | 60 | 56 | 64 | 60 | 56 | 64 |
Bars Traded | 5100 | 2543 | 2557 | 5100 | 2543 | 2557 |
Profit Streak | 30.3857 | 0 | 53.7191 | 30.3857 | 0 | 53.7191 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159424 | 580245 | -455135 | -415870 | -101543 | -579840 |
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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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