Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78875.4805 | 14030.7125 | 64844.768 | 96217.6179 | 16203.441 | 80014.1769 |
Total P&L (%) | 78.8755 | 14.0307 | 64.8448 | 96.2176 | 16.2034 | 80.0142 |
Avg Daily Profit (%) | 0.5582 | 0.0993 | 0.4589 | 0.4781 | 0.1063 | 0.4169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28976 | -29023 | -10672 | -34683 | -35544 | -13239 |
Profit Factor | 1.6874 | 1.2 | 2.4545 | 1.7193 | 1.196 | 2.5665 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 57.7778 | 55.5556 | 60 | 57.7778 | 55.5556 | 60 |
Ratio Avg Win / Avg Loss | 1.2331 | 0.96 | 1.6364 | 1.2564 | 0.9568 | 1.711 |
Largest Winning Trade | 21533 | 10944 | 21533 | 19957 | 14058 | 19957 |
Largest Losing Trade | -19468 | -19468 | -10512 | -24587 | -24587 | -11172 |
Avg Bars in Trades | 72 | 74 | 70 | 72 | 74 | 70 |
Avg Bars in Winners | 63 | 66 | 60 | 63 | 66 | 60 |
Avg Bars in Losers | 85 | 85 | 85 | 85 | 85 | 85 |
Bars Traded | 6546 | 3360 | 3184 | 6546 | 3360 | 3184 |
Profit Streak | 398.0799 | 408.7674 | 0 | 398.0799 | 408.7674 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461831 | -102682 | 495220 | 439427 | -66715 | 502444 |
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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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