Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301338.6733 | 125909.4641 | 175429.2092 | 274989.7783 | 74462.8621 | 200526.9162 |
Total P&L (%) | 301.3387 | 125.9095 | 175.4292 | 274.9898 | 74.4629 | 200.5269 |
Avg Daily Profit (%) | 0.2926 | 0.1223 | 0.1704 | 0.1284 | 0.0541 | 0.1069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87885 | -87468 | -70555 | -164692 | -137374 | -113317 |
Profit Factor | 1.9565 | 1.5789 | 2.7985 | 1.6348 | 1.2568 | 2.3998 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 65.1515 | 57.5758 | 72.7273 | 65.1515 | 57.5758 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.0465 | 1.1634 | 1.0495 | 0.8744 | 0.9261 | 0.8999 |
Largest Winning Trade | 79142 | 79142 | 36255 | 129383 | 129383 | 68841 |
Largest Losing Trade | -70555 | -49050 | -70555 | -113317 | -70854 | -113317 |
Avg Bars in Trades | 56 | 72 | 39 | 56 | 72 | 39 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 103 | 125 | 67 | 103 | 125 | 67 |
Bars Traded | 3709 | 2396 | 1313 | 3709 | 2396 | 1313 |
Profit Streak | 106.8396 | 106.8396 | 133.3396 | 106.8396 | 106.8396 | 133.3396 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114011 | -25677 | 572510 | -146269 | -120260 | -44153 |
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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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