Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107706.1966 | -6002.1395 | 113708.3361 | 109519.4187 | -14578.0083 | 124097.427 |
Total P&L (%) | 107.7062 | -6.0021 | 113.7083 | 109.5194 | -14.578 | 124.0974 |
Avg Daily Profit (%) | 0.4136 | -0.023 | 0.4366 | 0.2844 | -0.0605 | 0.3103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45646 | -40003 | -25643 | -45829 | -43349 | -23719 |
Profit Factor | 1.4914 | 0.9586 | 2.5324 | 1.5443 | 0.8924 | 2.8885 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 66.6667 | 63.4921 | 69.8413 | 66.6667 | 63.4921 | 69.8413 |
Ratio Avg Win / Avg Loss | 0.7457 | 0.5512 | 1.0936 | 0.7722 | 0.5131 | 1.2473 |
Largest Winning Trade | 67913 | 8507 | 67913 | 84741 | 7016 | 84741 |
Largest Losing Trade | -27869 | -27869 | -15842 | -26935 | -26935 | -14273 |
Avg Bars in Trades | 195 | 185 | 205 | 195 | 185 | 205 |
Avg Bars in Winners | 116 | 95 | 136 | 116 | 95 | 136 |
Avg Bars in Losers | 353 | 341 | 367 | 353 | 341 | 367 |
Bars Traded | 24656 | 11689 | 12967 | 24656 | 11689 | 12967 |
Profit Streak | 7.8164 | 15.2644 | 7.8164 | 7.8164 | 15.2644 | 7.8164 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427220 | -725483 | -130536 | 399128 | -725483 | -130928 |
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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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