Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396561.5054 | 368610.8121 | 27950.6933 | 315109.3104 | 251693.6091 | 63415.7013 |
Total P&L (%) | 396.5615 | 368.6108 | 27.9507 | 315.1093 | 251.6936 | 63.4157 |
Avg Daily Profit (%) | 0.2084 | 0.1938 | 0.0147 | 0.0748 | 0.0661 | 0.0258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144933 | -62328 | -115957 | -243943 | -113547 | -214286 |
Profit Factor | 2.2479 | 3.9017 | 1.1465 | 1.3852 | 1.7218 | 1.1351 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 28.0702 | 34.4828 | 21.4286 | 28.0702 | 34.4828 | 21.4286 |
Ratio Avg Win / Avg Loss | 5.7602 | 7.4132 | 4.2039 | 3.5496 | 3.2714 | 4.1621 |
Largest Winning Trade | 293108 | 293108 | 71811 | 226587 | 226587 | 216077 |
Largest Losing Trade | -20950 | -20950 | -20030 | -95761 | -53398 | -95761 |
Avg Bars in Trades | 54 | 35 | 73 | 54 | 35 | 73 |
Avg Bars in Winners | 151 | 86 | 260 | 151 | 86 | 260 |
Avg Bars in Losers | 16 | 8 | 22 | 16 | 8 | 22 |
Bars Traded | 3092 | 1028 | 2064 | 3092 | 1028 | 2064 |
Profit Streak | 0 | 0 | 536.9789 | 0 | 0 | 536.9789 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184089 | 304834 | -300770 | -287359 | -107467 | -295635 |
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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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