Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333994.9958 | 241565.9323 | 92429.0635 | -689643.4983 | -272564.4748 | -417079.0234 |
Total P&L (%) | 333.995 | 241.5659 | 92.4291 | -689.6435 | -272.5645 | -417.079 |
Avg Daily Profit (%) | 0.3255 | 0.2354 | 0.0901 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181943 | -79410 | -127689 | -570950 | -292037 | -309398 |
Profit Factor | 1.5945 | 1.9274 | 1.3067 | 0.3322 | 0.399 | 0.2798 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 40 | 18 | 22 | 26 | 15 | 11 |
Losing Trades | 27 | 15 | 12 | 41 | 18 | 23 |
Profitability (%) | 59.7015 | 54.5455 | 64.7059 | 38.806 | 45.4545 | 32.3529 |
Ratio Avg Win / Avg Loss | 1.0763 | 1.6061 | 0.7128 | 0.5238 | 0.4789 | 0.5851 |
Largest Winning Trade | 172917 | 172917 | 32055 | 97155 | 28299 | 97155 |
Largest Losing Trade | -149292 | -42568 | -149292 | -181123 | -181123 | -149292 |
Avg Bars in Trades | 88 | 93 | 82 | 88 | 93 | 82 |
Avg Bars in Winners | 77 | 76 | 79 | 99 | 114 | 77 |
Avg Bars in Losers | 103 | 114 | 89 | 81 | 76 | 85 |
Bars Traded | 5913 | 3099 | 2814 | 5913 | 3099 | 2814 |
Profit Streak | 103.9795 | 103.9795 | 127.1462 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107655 | 486129 | -70957 | -706408 | -582570 | -587657 |
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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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