Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121954.5254 | -54416.7038 | 176371.2291 | 10244.0245 | -88709.5989 | 98953.6234 |
Total P&L (%) | 121.9545 | -54.4167 | 176.3712 | 10.244 | -88.7096 | 98.9536 |
Avg Daily Profit (%) | 0.1178 | -0.0526 | 0.1704 | 0.0094 | -0.2105 | 0.0665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85398 | -89037 | -55902 | -92723 | -108633 | -45559 |
Profit Factor | 1.3118 | 0.7908 | 2.3464 | 1.0287 | 0.6211 | 1.8061 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 68.9655 | 58.6207 | 79.3103 | 68.9655 | 58.6207 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.5903 | 0.5582 | 0.6121 | 0.4629 | 0.4384 | 0.4712 |
Largest Winning Trade | 34615 | 21102 | 34615 | 22458 | 22458 | 20116 |
Largest Losing Trade | -48158 | -43575 | -48158 | -45559 | -44881 | -45559 |
Avg Bars in Trades | 49 | 49 | 50 | 49 | 49 | 50 |
Avg Bars in Winners | 34 | 24 | 41 | 34 | 24 | 41 |
Avg Bars in Losers | 83 | 84 | 82 | 83 | 84 | 82 |
Bars Traded | 2892 | 1436 | 1456 | 2892 | 1436 | 1456 |
Profit Streak | 88.4233 | 88.4233 | 135.4233 | 88.4233 | 88.4233 | 135.4233 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212765 | -578353 | 510716 | -704557 | -578353 | -98410 |
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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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