Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538838.8985 | 526749.031 | 12089.8675 | 124884.6534 | -11110.8911 | 135995.5445 |
Total P&L (%) | 538.8389 | 526.749 | 12.0899 | 124.8847 | -11.1109 | 135.9955 |
Avg Daily Profit (%) | 0.2586 | 0.2528 | 0.0058 | 0.0389 | -0.0057 | 0.0412 |
Buy And Hold Return (%) | 61.6719 | 61.6719 | 61.6719 | 61.6719 | 61.6719 | 61.6719 |
Max Trade Drawdown | -94253 | -101221 | -31916 | -3454311 | -3300483 | -342088 |
Profit Factor | 2.1865 | 2.5142 | 1.1138 | 1.022 | 0.9978 | 1.2082 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 55.9322 | 55.1724 | 56.6667 | 55.9322 | 55.1724 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.7227 | 2.0428 | 0.8517 | 0.8052 | 0.8107 | 0.9239 |
Largest Winning Trade | 252995 | 252995 | 20995 | 1014896 | 1014896 | 221162 |
Largest Losing Trade | -80889 | -80889 | -17877 | -2217019 | -2217019 | -147702 |
Avg Bars in Trades | 404 | 801 | 21 | 404 | 801 | 21 |
Avg Bars in Winners | 236 | 465 | 21 | 236 | 465 | 21 |
Avg Bars in Losers | 617 | 1214 | 20 | 617 | 1214 | 20 |
Bars Traded | 23863 | 23233 | 630 | 23863 | 23233 | 630 |
Profit Streak | 69.3286 | 0 | 74.2453 | 69.3286 | 0 | 74.2453 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165473 | 500302 | -446263 | -523860 | -580162 | -143854 |
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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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