Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590329.915 | 590063.5522 | 266.3628 | 216947.6298 | 262848.35 | -45900.7202 |
Total P&L (%) | 590.3299 | 590.0636 | 0.2664 | 216.9476 | 262.8484 | -45.9007 |
Avg Daily Profit (%) | 0.3219 | 0.3218 | 0.0001 | 0.0629 | 0.0703 | -0.0335 |
Buy And Hold Return (%) | 131.6244 | 131.6244 | 131.6244 | 131.6244 | 131.6244 | 131.6244 |
Max Trade Drawdown | -91749 | -107199 | -55471 | -253087 | -208720 | -103067 |
Profit Factor | 2.3908 | 4.0951 | 1.0011 | 1.2997 | 1.7767 | 0.8809 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.922 | 5.3552 | 1.1442 | 1.5886 | 2.3234 | 1.0067 |
Largest Winning Trade | 529286 | 529286 | 49768 | 272089 | 272089 | 92711 |
Largest Losing Trade | -48593 | -33792 | -48593 | -72784 | -72784 | -67172 |
Avg Bars in Trades | 170 | 166 | 174 | 170 | 166 | 174 |
Avg Bars in Winners | 274 | 244 | 301 | 274 | 244 | 301 |
Avg Bars in Losers | 86 | 106 | 64 | 86 | 106 | 64 |
Bars Traded | 10238 | 4991 | 5247 | 10238 | 4991 | 5247 |
Profit Streak | 94.7276 | 96.5609 | 0 | 94.7276 | 96.5609 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163041 | 458488 | -579008 | -291825 | -104279 | -580455 |
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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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