Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412468.9138 | 298725.3609 | 113743.5529 | 305801.9611 | 60444.9389 | 245357.0222 |
Total P&L (%) | 412.4689 | 298.7254 | 113.7436 | 305.802 | 60.4449 | 245.357 |
Avg Daily Profit (%) | 0.2168 | 0.157 | 0.0598 | 0.0737 | 0.0249 | 0.0652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146146 | -76125 | -113621 | -1422564 | -712042 | -761467 |
Profit Factor | 1.9237 | 2.3751 | 1.496 | 1.111 | 1.044 | 1.1777 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 53.125 | 53.125 | 53.125 | 53.125 | 53.125 | 53.125 |
Ratio Avg Win / Avg Loss | 1.6973 | 2.0957 | 1.32 | 0.9803 | 0.9212 | 1.0392 |
Largest Winning Trade | 172339 | 172339 | 57980 | 611526 | 368250 | 611526 |
Largest Losing Trade | -49859 | -32978 | -49859 | -433730 | -342479 | -433730 |
Avg Bars in Trades | 83 | 64 | 103 | 83 | 64 | 103 |
Avg Bars in Winners | 126 | 97 | 155 | 126 | 97 | 155 |
Avg Bars in Losers | 35 | 26 | 44 | 35 | 26 | 44 |
Bars Traded | 5362 | 2054 | 3308 | 5362 | 2054 | 3308 |
Profit Streak | 0 | 0 | 580.4772 | 0 | 0 | 580.4772 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131676 | 437422 | -110470 | -337747 | -333718 | -129605 |
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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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