Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315529.0077 | 29790.119 | 285738.8886 | 481694.0403 | -38773.132 | 520467.1723 |
Total P&L (%) | 315.529 | 29.7901 | 285.7389 | 481.694 | -38.7731 | 520.4672 |
Avg Daily Profit (%) | 0.2116 | 0.02 | 0.1916 | 0.1182 | -0.0329 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143232 | -40916 | -131241 | -684159 | -219692 | -597751 |
Profit Factor | 2.0384 | 1.4801 | 2.1817 | 1.4487 | 0.85 | 1.6387 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 71.4286 | 63.0435 | 80 | 71.4286 | 63.0435 | 80 |
Ratio Avg Win / Avg Loss | 0.8154 | 0.8676 | 0.5454 | 0.5795 | 0.4983 | 0.4097 |
Largest Winning Trade | 42014 | 14518 | 42014 | 182665 | 33509 | 182665 |
Largest Losing Trade | -67237 | -15453 | -67237 | -463164 | -106488 | -463164 |
Avg Bars in Trades | 44 | 2 | 86 | 44 | 2 | 86 |
Avg Bars in Winners | 27 | 2 | 48 | 27 | 2 | 48 |
Avg Bars in Losers | 85 | 3 | 238 | 85 | 3 | 238 |
Bars Traded | 4027 | 126 | 3900 | 4027 | 126 | 3900 |
Profit Streak | 0 | 0 | 273.3396 | 0 | 0 | 273.3396 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436153 | -167736 | 516166 | -32631 | -578735 | -23321 |
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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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