Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193659.9979 | -1113.3179 | 194773.3158 | 104916.8584 | 63347.1996 | 41569.6588 |
Total P&L (%) | 193.66 | -1.1133 | 194.7733 | 104.9169 | 63.3472 | 41.5697 |
Avg Daily Profit (%) | 0.1497 | -0.0009 | 0.1506 | 0.0555 | 0.038 | 0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63962 | -28530 | -66631 | -261940 | -43380 | -263000 |
Profit Factor | 1.5764 | 0.9912 | 1.93 | 1.1425 | 1.3687 | 1.0736 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 62.1212 | 57.5758 | 66.6667 | 62.1212 | 57.5758 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9612 | 0.7304 | 0.965 | 0.6966 | 1.0085 | 0.5368 |
Largest Winning Trade | 43478 | 24916 | 43478 | 132251 | 73054 | 132251 |
Largest Losing Trade | -57155 | -35742 | -57155 | -244760 | -35742 | -244760 |
Avg Bars in Trades | 224 | 72 | 377 | 224 | 72 | 377 |
Avg Bars in Winners | 210 | 52 | 347 | 210 | 52 | 347 |
Avg Bars in Losers | 247 | 98 | 438 | 247 | 98 | 438 |
Bars Traded | 14840 | 2381 | 12459 | 14840 | 2381 | 12459 |
Profit Streak | 61.3897 | 95.3064 | 61.3897 | 61.3897 | 95.3064 | 61.3897 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118990 | -579261 | 388146 | -310262 | -140628 | -297561 |
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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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