Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399717.3569 | 323242.962 | 76474.3949 | 208139.8499 | 313119.0041 | -104979.1542 |
Total P&L (%) | 399.7174 | 323.243 | 76.4744 | 208.1399 | 313.119 | -104.9792 |
Avg Daily Profit (%) | 0.2146 | 0.1735 | 0.041 | 0.0604 | 0.0762 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85684 | -77707 | -90056 | -499665 | -364346 | -509512 |
Profit Factor | 1.7642 | 2.563 | 1.2418 | 1.093 | 1.3678 | 0.9243 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 40.3509 | 41.3793 | 39.2857 | 40.3509 | 41.3793 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.6079 | 3.6309 | 1.9192 | 1.6158 | 1.9377 | 1.4284 |
Largest Winning Trade | 199180 | 199180 | 57772 | 256125 | 252847 | 256125 |
Largest Losing Trade | -36618 | -32401 | -36618 | -205197 | -106821 | -205197 |
Avg Bars in Trades | 90 | 42 | 140 | 90 | 42 | 140 |
Avg Bars in Winners | 162 | 55 | 279 | 162 | 55 | 279 |
Avg Bars in Losers | 41 | 32 | 50 | 41 | 32 | 50 |
Bars Traded | 5160 | 1221 | 3938 | 5160 | 1221 | 3938 |
Profit Streak | 0 | 0 | 149.0535 | 0 | 0 | 149.0535 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172161 | 319457 | -161883 | -412567 | -93040 | -603759 |
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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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