Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571030.3971 | 473982.5788 | 97047.8182 | 273118.0925 | 667411.6137 | -394293.5212 |
Total P&L (%) | 571.0304 | 473.9826 | 97.0478 | 273.1181 | 667.4116 | -394.2935 |
Avg Daily Profit (%) | 0.3553 | 0.2949 | 0.0604 | 0.082 | 0.1269 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146366 | -134267 | -106357 | -2135195 | -1760907 | -1190150 |
Profit Factor | 1.9224 | 2.4132 | 1.3421 | 1.0592 | 1.2651 | 0.8117 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 48.8095 | 38.0952 | 59.5238 | 48.8095 | 38.0952 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.0162 | 3.9215 | 0.9126 | 1.1109 | 2.0558 | 0.552 |
Largest Winning Trade | 329913 | 329913 | 68966 | 1570607 | 1570607 | 307920 |
Largest Losing Trade | -34162 | -32256 | -34162 | -809084 | -809084 | -357146 |
Avg Bars in Trades | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Winners | 49 | 45 | 52 | 49 | 45 | 52 |
Avg Bars in Losers | 25 | 20 | 33 | 25 | 20 | 33 |
Bars Traded | 3142 | 1267 | 1875 | 3142 | 1267 | 1875 |
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 | 459986 | 303983 | -112332 | -239130 | -26806 | -579500 |
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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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