Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70184.9965 | 24727.4825 | 45457.514 | 72274.1658 | 22006.158 | 50268.0079 |
Total P&L (%) | 70.185 | 24.7275 | 45.4575 | 72.2742 | 22.0062 | 50.268 |
Avg Daily Profit (%) | 0.2695 | 0.095 | 0.1746 | 0.2091 | 0.0764 | 0.1565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33391 | -25127 | -28553 | -40901 | -31943 | -37339 |
Profit Factor | 1.4728 | 1.2832 | 1.7435 | 1.394 | 1.204 | 1.6652 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 67.7419 | 60.8696 | 74.4681 | 67.7419 | 60.8696 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.7013 | 0.8249 | 0.5978 | 0.6638 | 0.774 | 0.5709 |
Largest Winning Trade | 17398 | 17398 | 10231 | 21307 | 21307 | 14710 |
Largest Losing Trade | -22496 | -18218 | -22496 | -29441 | -19103 | -29441 |
Avg Bars in Trades | 261 | 292 | 231 | 261 | 292 | 231 |
Avg Bars in Winners | 158 | 152 | 162 | 158 | 152 | 162 |
Avg Bars in Losers | 478 | 510 | 430 | 478 | 510 | 430 |
Bars Traded | 24325 | 13466 | 10859 | 24325 | 13466 | 10859 |
Profit Streak | 6.9939 | 12.7126 | 6.9939 | 6.9939 | 12.7126 | 6.9939 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386636 | -70031 | 331388 | 350707 | -97058 | 335568 |
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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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