Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215428.3036 | 171392.3869 | 44035.9167 | 27011.0676 | 47538.9651 | -20527.8975 |
Total P&L (%) | 215.4283 | 171.3924 | 44.0359 | 27.0111 | 47.539 | -20.5279 |
Avg Daily Profit (%) | 0.1996 | 0.1588 | 0.0408 | 0.0222 | 0.036 | -0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82801 | -71174 | -47307 | -81341 | -50416 | -41634 |
Profit Factor | 1.5125 | 1.8667 | 1.1978 | 1.0934 | 1.3738 | 0.8732 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 73.6264 | 76.087 | 71.1111 | 73.6264 | 76.087 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.5418 | 0.5867 | 0.4866 | 0.3917 | 0.4318 | 0.3547 |
Largest Winning Trade | 50272 | 50272 | 22900 | 16195 | 16195 | 10935 |
Largest Losing Trade | -82801 | -43019 | -82801 | -81341 | -36052 | -81341 |
Avg Bars in Trades | 33 | 42 | 24 | 33 | 42 | 24 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 66 | 107 | 32 | 66 | 107 | 32 |
Bars Traded | 3057 | 1974 | 1083 | 3057 | 1974 | 1083 |
Profit Streak | 99.7272 | 99.7272 | 322.3938 | 99.7272 | 99.7272 | 322.3938 |
Trades During Streak | 8 | 4 | 11 | 8 | 4 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448990 | 463885 | -140280 | -280907 | -142585 | -576193 |
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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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