Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323580.422 | 307556.846 | 16023.576 | 11317.3804 | -2114.8098 | 13432.1903 |
Total P&L (%) | 323.5804 | 307.5568 | 16.0236 | 11.3174 | -2.1148 | 13.4322 |
Avg Daily Profit (%) | 0.1719 | 0.1634 | 0.0085 | 0.0057 | -0.0011 | 0.0067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161558 | -146417 | -48358 | -1719697 | -1530718 | -478760 |
Profit Factor | 1.5995 | 1.7158 | 1.1456 | 1.0034 | 0.9992 | 1.0204 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 55.3846 | 62.5 | 48.4848 | 55.3846 | 62.5 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.2885 | 1.0295 | 1.2172 | 0.8083 | 0.5995 | 1.0841 |
Largest Winning Trade | 103687 | 103687 | 23837 | 471924 | 471924 | 212066 |
Largest Losing Trade | -60750 | -60750 | -30439 | -721879 | -721879 | -342665 |
Avg Bars in Trades | 109 | 217 | 5 | 109 | 217 | 5 |
Avg Bars in Winners | 61 | 106 | 5 | 61 | 106 | 5 |
Avg Bars in Losers | 169 | 403 | 5 | 169 | 403 | 5 |
Bars Traded | 7142 | 6960 | 182 | 7142 | 6960 | 182 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126006 | 397312 | -251676 | -663778 | -579190 | -441348 |
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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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