Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420332.4088 | 328290.5352 | 92041.8736 | 1286007.9144 | 568186.2437 | 717821.6707 |
Total P&L (%) | 420.3324 | 328.2905 | 92.0419 | 1286.0079 | 568.1862 | 717.8217 |
Avg Daily Profit (%) | 0.2454 | 0.1916 | 0.0537 | 0.1536 | 0.1109 | 0.1228 |
Buy And Hold Return (%) | 119.6085 | 119.6085 | 119.6085 | 119.6085 | 119.6085 | 119.6085 |
Max Trade Drawdown | -67747 | -50222 | -21629 | -1739697 | -1515585 | -348911 |
Profit Factor | 3.4456 | 3.7685 | 2.7271 | 1.404 | 1.2315 | 1.9844 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 49.1228 | 55.1724 | 42.8571 | 49.1228 | 55.1724 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.5687 | 3.0619 | 3.6362 | 1.4541 | 1.0006 | 2.6458 |
Largest Winning Trade | 159186 | 159186 | 48823 | 879258 | 879258 | 640520 |
Largest Losing Trade | -46193 | -46193 | -9585 | -1294246 | -1294246 | -145310 |
Avg Bars in Trades | 55 | 61 | 48 | 55 | 61 | 48 |
Avg Bars in Winners | 63 | 66 | 59 | 63 | 66 | 59 |
Avg Bars in Losers | 47 | 56 | 40 | 47 | 56 | 40 |
Bars Traded | 3160 | 1797 | 1363 | 3160 | 1797 | 1363 |
Profit Streak | 35.3984 | 35.3984 | 58.3984 | 35.3984 | 35.3984 | 58.3984 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166904 | 441417 | -305011 | -170488 | -45197 | -48887 |
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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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