Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414247.9582 | 317378.5186 | 96869.4396 | 708612.7498 | 119391.0605 | 589221.6894 |
Total P&L (%) | 414.248 | 317.3785 | 96.8694 | 708.6128 | 119.3911 | 589.2217 |
Avg Daily Profit (%) | 0.2218 | 0.1699 | 0.0519 | 0.112 | 0.0421 | 0.1034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107425 | -62284 | -45141 | -1810210 | -1125465 | -684744 |
Profit Factor | 2.1128 | 2.5771 | 1.5665 | 1.1786 | 1.05 | 1.3728 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 50.8772 | 48.2759 | 53.5714 | 50.8772 | 48.2759 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.04 | 2.7612 | 1.3576 | 1.138 | 1.125 | 1.1897 |
Largest Winning Trade | 116840 | 116840 | 54516 | 714400 | 714400 | 618105 |
Largest Losing Trade | -52189 | -52189 | -28736 | -515863 | -515863 | -372824 |
Avg Bars in Trades | 124 | 91 | 158 | 124 | 91 | 158 |
Avg Bars in Winners | 174 | 126 | 220 | 174 | 126 | 220 |
Avg Bars in Losers | 72 | 59 | 88 | 72 | 59 | 88 |
Bars Traded | 7104 | 2657 | 4447 | 7104 | 2657 | 4447 |
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 | -167560 | 415888 | -142534 | -246527 | -302928 | -74577 |
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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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