Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512823.8037 | 488699.3243 | 24124.4794 | -342910.0211 | 22650.5303 | -365560.5514 |
Total P&L (%) | 512.8238 | 488.6993 | 24.1245 | -342.91 | 22.6505 | -365.5606 |
Avg Daily Profit (%) | 0.2655 | 0.253 | 0.0125 | 0 | 0.0106 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134286 | -90619 | -146114 | -769032 | -360786 | -496146 |
Profit Factor | 1.9068 | 3.2723 | 1.0688 | 0.7923 | 1.0377 | 0.652 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 12 | 15 | 38 | 20 | 18 |
Losing Trades | 39 | 21 | 18 | 28 | 13 | 15 |
Profitability (%) | 40.9091 | 36.3636 | 45.4545 | 57.5758 | 60.6061 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.7543 | 5.7265 | 1.2826 | 0.5838 | 0.6745 | 0.5433 |
Largest Winning Trade | 467353 | 467353 | 66918 | 219010 | 105971 | 219010 |
Largest Losing Trade | -130542 | -29426 | -130542 | -327052 | -327052 | -265689 |
Avg Bars in Trades | 82 | 64 | 100 | 82 | 64 | 100 |
Avg Bars in Winners | 138 | 107 | 163 | 44 | 37 | 52 |
Avg Bars in Losers | 44 | 39 | 49 | 133 | 105 | 158 |
Bars Traded | 5453 | 2123 | 3330 | 5453 | 2123 | 3330 |
Profit Streak | 0 | 0 | 0 | 37.6302 | 37.6302 | 71.2969 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120094 | 324075 | -326884 | -707306 | -362633 | -579655 |
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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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