Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140594.026 | 54474.0332 | 86119.9928 | 181561.0739 | 44876.862 | 136684.2119 |
Total P&L (%) | 140.594 | 54.474 | 86.12 | 181.5611 | 44.8769 | 136.6842 |
Avg Daily Profit (%) | 0.2699 | 0.1046 | 0.1654 | 0.199 | 0.0712 | 0.1656 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64771 | -49953 | -39017 | -53835 | -64215 | -31178 |
Profit Factor | 1.6327 | 1.4096 | 1.9654 | 1.7345 | 1.2812 | 2.5604 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 71.0843 | 71.4286 | 70.7317 | 71.0843 | 71.4286 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.6642 | 0.5638 | 0.8133 | 0.7056 | 0.5125 | 1.0595 |
Largest Winning Trade | 22424 | 22424 | 15332 | 22540 | 17549 | 22540 |
Largest Losing Trade | -26698 | -26698 | -21241 | -36649 | -36649 | -18158 |
Avg Bars in Trades | 294 | 322 | 266 | 294 | 322 | 266 |
Avg Bars in Winners | 186 | 197 | 175 | 186 | 197 | 175 |
Avg Bars in Losers | 560 | 635 | 485 | 560 | 635 | 485 |
Bars Traded | 24479 | 13561 | 10919 | 24479 | 13561 | 10919 |
Profit Streak | 16.2104 | 38.3145 | 16.2104 | 16.2104 | 38.3145 | 16.2104 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406282 | -51510 | 414157 | 391511 | -97566 | 515553 |
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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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