Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124870.786 | 88693.0237 | 36177.7623 | 164658.3396 | 126818.3383 | 37840.0013 |
Total P&L (%) | 124.8708 | 88.693 | 36.1778 | 164.6583 | 126.8183 | 37.84 |
Avg Daily Profit (%) | 0.4795 | 0.3406 | 0.1389 | 0.3744 | 0.315 | 0.1233 |
Buy And Hold Return (%) | 15.9403 | 15.9403 | 15.9403 | 15.9403 | 15.9403 | 15.9403 |
Max Trade Drawdown | -30392 | -29958 | -31166 | -49369 | -37631 | -53717 |
Profit Factor | 1.5329 | 1.8792 | 1.2711 | 1.4595 | 1.8239 | 1.1851 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 65.812 | 68.9655 | 62.7119 | 65.812 | 68.9655 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.7963 | 0.8457 | 0.7558 | 0.7582 | 0.8208 | 0.7047 |
Largest Winning Trade | 15440 | 15440 | 11515 | 30585 | 30585 | 14258 |
Largest Losing Trade | -21589 | -18345 | -21589 | -49369 | -30896 | -49369 |
Avg Bars in Trades | 207 | 195 | 218 | 207 | 195 | 218 |
Avg Bars in Winners | 157 | 151 | 163 | 157 | 151 | 163 |
Avg Bars in Losers | 303 | 294 | 311 | 303 | 294 | 311 |
Bars Traded | 24255 | 11345 | 12910 | 24255 | 11345 | 12910 |
Profit Streak | 6.849 | 6.849 | 20.3073 | 6.849 | 6.849 | 20.3073 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445937 | -169651 | -189341 | 397466 | -169020 | -226242 |
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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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