Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79241.9901 | 68729.3397 | 10512.6503 | 111905.5094 | 96747.3029 | 15158.2065 |
Total P&L (%) | 79.242 | 68.7293 | 10.5127 | 111.9055 | 96.7473 | 15.1582 |
Avg Daily Profit (%) | 0.9128 | 0.7917 | 0.1211 | 0.8688 | 0.7826 | 0.1627 |
Buy And Hold Return (%) | 53.929 | 53.929 | 53.929 | 53.929 | 53.929 | 53.929 |
Max Trade Drawdown | -22207 | -19782 | -4033 | -36726 | -32332 | -7831 |
Profit Factor | 2.2135 | 2.467 | 1.5698 | 2.078 | 2.3015 | 1.5142 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 71.3043 | 75.4386 | 67.2414 | 71.3043 | 75.4386 | 67.2414 |
Ratio Avg Win / Avg Loss | 0.8908 | 0.8032 | 0.7648 | 0.8363 | 0.7493 | 0.7377 |
Largest Winning Trade | 7718 | 7718 | 2344 | 10630 | 10630 | 3961 |
Largest Losing Trade | -11111 | -11111 | -3564 | -19032 | -19032 | -7831 |
Avg Bars in Trades | 199 | 355 | 47 | 199 | 355 | 47 |
Avg Bars in Winners | 110 | 182 | 31 | 110 | 182 | 31 |
Avg Bars in Losers | 421 | 884 | 80 | 421 | 884 | 80 |
Bars Traded | 22994 | 20238 | 2756 | 22994 | 20238 | 2756 |
Profit Streak | 0 | 3.9511 | 0 | 0 | 3.9511 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4069 | -243839 | -376262 | 323699 | -172102 | -338238 |
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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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