Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588587.9357 | 557105.6769 | 31482.2588 | 1103.2952 | 165463.447 | -164360.1518 |
Total P&L (%) | 588.5879 | 557.1057 | 31.4823 | 1.1033 | 165.4634 | -164.3602 |
Avg Daily Profit (%) | 0.3163 | 0.2994 | 0.0169 | 0.0006 | 0.0525 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152174 | -107989 | -85834 | -987571 | -827703 | -390916 |
Profit Factor | 1.9927 | 2.7152 | 1.1174 | 1.0005 | 1.1349 | 0.819 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 36.3636 | 46.875 | 41.5385 | 36.3636 | 46.875 |
Ratio Avg Win / Avg Loss | 2.8046 | 4.7516 | 1.2664 | 1.4081 | 1.9862 | 0.9282 |
Largest Winning Trade | 581034 | 581034 | 70263 | 917201 | 917201 | 225773 |
Largest Losing Trade | -51001 | -50093 | -51001 | -427467 | -427467 | -322357 |
Avg Bars in Trades | 109 | 99 | 120 | 109 | 99 | 120 |
Avg Bars in Winners | 162 | 155 | 168 | 162 | 155 | 168 |
Avg Bars in Losers | 71 | 67 | 77 | 71 | 67 | 77 |
Bars Traded | 7120 | 3278 | 3842 | 7120 | 3278 | 3842 |
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 | -126750 | 314622 | -265829 | -717324 | -199146 | -582025 |
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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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