Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386131.3234 | 377785.7082 | 8345.6152 | -58660.123 | 428327.2372 | -486987.3602 |
Total P&L (%) | 386.1313 | 377.7857 | 8.3456 | -58.6601 | 428.3272 | -486.9874 |
Avg Daily Profit (%) | 0.2018 | 0.1974 | 0.0044 | -0.0461 | 0.087 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145083 | -146512 | -140988 | -416953 | -117279 | -545789 |
Profit Factor | 1.5907 | 2.2652 | 1.0235 | 0.9392 | 2.7625 | 0.326 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 50.7692 | 43.75 | 57.5758 | 50.7692 | 43.75 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.5425 | 2.9124 | 0.7542 | 0.9108 | 3.5518 | 0.2402 |
Largest Winning Trade | 173055 | 173055 | 49337 | 243021 | 243021 | 54244 |
Largest Losing Trade | -81236 | -44424 | -81236 | -344014 | -53517 | -344014 |
Avg Bars in Trades | 85 | 102 | 68 | 85 | 102 | 68 |
Avg Bars in Winners | 101 | 120 | 88 | 101 | 120 | 88 |
Avg Bars in Losers | 68 | 88 | 41 | 68 | 88 | 41 |
Bars Traded | 5539 | 3289 | 2250 | 5539 | 3289 | 2250 |
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 | -125292 | 340128 | -548150 | -716678 | -73970 | -579820 |
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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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