Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82842.5225 | 66167.3255 | 16675.197 | 32014.4905 | 36163.9388 | -4149.4483 |
Total P&L (%) | 82.8425 | 66.1673 | 16.6752 | 32.0145 | 36.1639 | -4.1494 |
Avg Daily Profit (%) | 0.3111 | 0.2485 | 0.0626 | 0.1043 | 0.116 | -0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93946 | -37756 | -95030 | -172085 | -92988 | -159614 |
Profit Factor | 1.3455 | 1.7667 | 1.1087 | 1.0785 | 1.2134 | 0.9826 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 59.0164 | 61.2903 | 56.6667 | 59.0164 | 61.2903 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.9344 | 1.1158 | 0.8478 | 0.749 | 0.7664 | 0.7514 |
Largest Winning Trade | 29456 | 29456 | 26694 | 43673 | 35579 | 43673 |
Largest Losing Trade | -40727 | -25095 | -40727 | -59689 | -59689 | -57016 |
Avg Bars in Trades | 205 | 201 | 208 | 205 | 201 | 208 |
Avg Bars in Winners | 185 | 200 | 168 | 185 | 200 | 168 |
Avg Bars in Losers | 233 | 203 | 261 | 233 | 203 | 261 |
Bars Traded | 12505 | 6243 | 6262 | 12505 | 6243 | 6262 |
Profit Streak | 268.5764 | 268.5764 | 287.4098 | 268.5764 | 268.5764 | 287.4098 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157972 | 383558 | -220683 | -357688 | -42204 | -580369 |
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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) |
---|