Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409809.0224 | 332672.0342 | 77136.9882 | -35469.4079 | 41080.1788 | -76549.5868 |
Total P&L (%) | 409.809 | 332.672 | 77.137 | -35.4694 | 41.0802 | -76.5496 |
Avg Daily Profit (%) | 0.2147 | 0.1743 | 0.0404 | -0.0229 | 0.018 | -0.0759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141625 | -81376 | -74499 | -260995 | -85569 | -216198 |
Profit Factor | 1.7174 | 2.1756 | 1.2676 | 0.9543 | 1.1235 | 0.8274 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 61.194 | 57.5758 | 64.7059 | 61.194 | 57.5758 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.0891 | 1.6031 | 0.6914 | 0.6052 | 0.8278 | 0.4513 |
Largest Winning Trade | 322826 | 322826 | 54503 | 126179 | 126179 | 63053 |
Largest Losing Trade | -73093 | -68531 | -73093 | -208418 | -57341 | -208418 |
Avg Bars in Trades | 109 | 109 | 110 | 109 | 109 | 110 |
Avg Bars in Winners | 123 | 126 | 120 | 123 | 126 | 120 |
Avg Bars in Losers | 88 | 87 | 90 | 88 | 87 | 90 |
Bars Traded | 7356 | 3615 | 3742 | 7356 | 3615 | 3742 |
Profit Streak | 0 | 46.254 | 0 | 0 | 46.254 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109658 | 469990 | -138822 | -700326 | -255744 | -578888 |
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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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