Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63929.079 | 40902.7343 | 23026.3447 | 48467.3336 | 39412.0211 | 9055.3125 |
Total P&L (%) | 63.9291 | 40.9027 | 23.0263 | 48.4673 | 39.412 | 9.0553 |
Avg Daily Profit (%) | 0.4602 | 0.2945 | 0.1658 | 0.2849 | 0.2395 | 0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52680 | -39754 | -40568 | -55799 | -36516 | -34967 |
Profit Factor | 1.2898 | 1.4508 | 1.1773 | 1.2366 | 1.4947 | 1.0723 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 60.4651 | 60.4651 | 60.4651 | 60.4651 | 60.4651 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.8434 | 0.9486 | 0.7698 | 0.8085 | 0.9773 | 0.7011 |
Largest Winning Trade | 12719 | 12719 | 10582 | 10127 | 10127 | 10090 |
Largest Losing Trade | -35706 | -17813 | -35706 | -30589 | -17116 | -30589 |
Avg Bars in Trades | 74 | 74 | 75 | 74 | 74 | 75 |
Avg Bars in Winners | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Losers | 87 | 90 | 84 | 87 | 90 | 84 |
Bars Traded | 12824 | 6370 | 6454 | 12824 | 6370 | 6454 |
Profit Streak | 132.5388 | 132.5388 | 135.2159 | 132.5388 | 132.5388 | 135.2159 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332335 | 206017 | -24172 | 228338 | 193972 | -417498 |
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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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