Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102798.8143 | 37012.1921 | 65786.6222 | 105383.8175 | 27917.1104 | 77466.7071 |
Total P&L (%) | 102.7988 | 37.0122 | 65.7866 | 105.3838 | 27.9171 | 77.4667 |
Avg Daily Profit (%) | 0.3947 | 0.1421 | 0.2526 | 0.2767 | 0.0946 | 0.2205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70458 | -26504 | -58318 | -151244 | -70098 | -133898 |
Profit Factor | 1.5602 | 1.4959 | 1.6043 | 1.2725 | 1.1743 | 1.3418 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 74.1176 | 72.093 | 76.1905 | 74.1176 | 72.093 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.5448 | 0.5791 | 0.5014 | 0.4444 | 0.4546 | 0.4193 |
Largest Winning Trade | 15364 | 13862 | 15364 | 31656 | 19436 | 31656 |
Largest Losing Trade | -30469 | -22049 | -30469 | -69059 | -36186 | -69059 |
Avg Bars in Trades | 283 | 124 | 447 | 283 | 124 | 447 |
Avg Bars in Winners | 203 | 88 | 314 | 203 | 88 | 314 |
Avg Bars in Losers | 515 | 216 | 872 | 515 | 216 | 872 |
Bars Traded | 24136 | 5358 | 18778 | 24136 | 5358 | 18778 |
Profit Streak | 4.6931 | 4.6931 | 10.5264 | 4.6931 | 4.6931 | 10.5264 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447226 | -4232 | 402830 | 347608 | -98476 | 345956 |
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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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