Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105794.9073 | 1175240.7323 | -69445.825 | -94387.6506 | 193047.2765 | -287434.9271 |
Total P&L (%) | 1105.7949 | 1175.2407 | -69.4458 | -94.3877 | 193.0473 | -287.4349 |
Avg Daily Profit (%) | 0.4672 | 0.4965 | -0.0293 | -0.1216 | 0.0454 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -270735 | -163674 | -173793 | -396756 | -144790 | -332960 |
Profit Factor | 2.6366 | 4.6108 | 0.8017 | 0.8775 | 1.6552 | 0.3961 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 54.386 | 44.8276 | 64.2857 | 54.386 | 44.8276 | 64.2857 |
Ratio Avg Win / Avg Loss | 2.2114 | 5.6748 | 0.4454 | 0.736 | 2.0372 | 0.22 |
Largest Winning Trade | 1254917 | 1254917 | 54821 | 294072 | 294072 | 82651 |
Largest Losing Trade | -82228 | -40008 | -82228 | -187404 | -106768 | -187404 |
Avg Bars in Trades | 74 | 67 | 81 | 74 | 67 | 81 |
Avg Bars in Winners | 76 | 65 | 83 | 76 | 65 | 83 |
Avg Bars in Losers | 71 | 68 | 77 | 71 | 68 | 77 |
Bars Traded | 4234 | 1948 | 2286 | 4234 | 1948 | 2286 |
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 | -163581 | 576539 | -599981 | -759709 | -131160 | -599981 |
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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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