Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178773.4972 | 57229.0894 | 121544.4078 | 6828.6737 | -25644.1588 | 32472.8325 |
Total P&L (%) | 178.7735 | 57.2291 | 121.5444 | 6.8287 | -25.6442 | 32.4728 |
Avg Daily Profit (%) | 0.1746 | 0.0559 | 0.1187 | 0.0065 | -0.0289 | 0.0275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94467 | -75149 | -81740 | -178143 | -116848 | -134794 |
Profit Factor | 1.5047 | 1.2528 | 1.9511 | 1.0167 | 0.8907 | 1.185 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 14 | 9 | 5 | 14 | 9 | 5 |
Profitability (%) | 83.3333 | 78.5714 | 88.0952 | 83.3333 | 78.5714 | 88.0952 |
Ratio Avg Win / Avg Loss | 0.3009 | 0.3417 | 0.2637 | 0.2033 | 0.2429 | 0.1601 |
Largest Winning Trade | 39069 | 39069 | 20637 | 24271 | 22365 | 24271 |
Largest Losing Trade | -78328 | -59058 | -78328 | -132961 | -65626 | -132961 |
Avg Bars in Trades | 32 | 43 | 22 | 32 | 43 | 22 |
Avg Bars in Winners | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Losers | 125 | 142 | 95 | 125 | 142 | 95 |
Bars Traded | 2767 | 1819 | 948 | 2767 | 1819 | 948 |
Profit Streak | 42.6729 | 102.6729 | 42.6729 | 42.6729 | 102.6729 | 42.6729 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478331 | -115870 | -27632 | -547642 | -575636 | -171754 |
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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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