Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339679.1219 | 357337.2091 | -17658.0872 | -40648.1836 | 36566.1938 | -77214.3774 |
Total P&L (%) | 339.6791 | 357.3372 | -17.6581 | -40.6482 | 36.5662 | -77.2144 |
Avg Daily Profit (%) | 0.1444 | 0.1519 | -0.0075 | -0.0222 | 0.0132 | -0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183602 | -85431 | -207255 | -158416 | -50257 | -173898 |
Profit Factor | 1.5389 | 2.1613 | 0.9453 | 0.9079 | 1.1921 | 0.6924 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 | 43.75 |
Ratio Avg Win / Avg Loss | 1.9786 | 2.7788 | 1.2153 | 1.1673 | 1.5327 | 0.8902 |
Largest Winning Trade | 243038 | 243038 | 67235 | 68177 | 68177 | 43445 |
Largest Losing Trade | -56562 | -52731 | -56562 | -40039 | -21796 | -40039 |
Avg Bars in Trades | 106 | 106 | 106 | 106 | 106 | 106 |
Avg Bars in Winners | 166 | 167 | 165 | 166 | 167 | 165 |
Avg Bars in Losers | 59 | 58 | 60 | 59 | 58 | 60 |
Bars Traded | 6817 | 3406 | 3411 | 6817 | 3406 | 3411 |
Profit Streak | 0 | 0 | 41.7346 | 0 | 0 | 41.7346 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143824 | 318910 | -581023 | -725319 | -188280 | -582690 |
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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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