Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65572.6433 | 22242.7928 | 43329.8505 | 67153.068 | 24437.9392 | 42715.1288 |
Total P&L (%) | 65.5726 | 22.2428 | 43.3299 | 67.1531 | 24.4379 | 42.7151 |
Avg Daily Profit (%) | 0.2518 | 0.0854 | 0.1664 | 0.1975 | 0.084 | 0.1367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23894 | -18568 | -27785 | -30505 | -22583 | -42747 |
Profit Factor | 1.424 | 1.2457 | 1.6757 | 1.3293 | 1.2134 | 1.4776 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 72.549 | 66.6667 | 78.4314 | 72.549 | 66.6667 | 78.4314 |
Ratio Avg Win / Avg Loss | 0.5388 | 0.6229 | 0.4608 | 0.503 | 0.6067 | 0.4063 |
Largest Winning Trade | 15402 | 15402 | 10813 | 20744 | 20744 | 16807 |
Largest Losing Trade | -19618 | -18568 | -19618 | -30162 | -19006 | -30162 |
Avg Bars in Trades | 237 | 272 | 202 | 237 | 272 | 202 |
Avg Bars in Winners | 141 | 144 | 138 | 141 | 144 | 138 |
Avg Bars in Losers | 491 | 528 | 435 | 491 | 528 | 435 |
Bars Traded | 24233 | 13893 | 10340 | 24233 | 13893 | 10340 |
Profit Streak | 5.3149 | 5.3149 | 19.8357 | 5.3149 | 5.3149 | 19.8357 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367198 | -264813 | -170896 | 333431 | -265440 | -189754 |
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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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