Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89347.5569 | 55409.9468 | 33937.6101 | 82662.378 | 70939.4299 | 11722.9482 |
Total P&L (%) | 89.3476 | 55.4099 | 33.9376 | 82.6624 | 70.9394 | 11.7229 |
Avg Daily Profit (%) | 0.6432 | 0.3989 | 0.2443 | 0.4347 | 0.3867 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39648 | -24801 | -41415 | -54318 | -21423 | -58648 |
Profit Factor | 1.443 | 1.6648 | 1.2868 | 1.3368 | 1.7968 | 1.0749 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 70.7143 | 70 | 71.4286 | 70.7143 | 70 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5976 | 0.7135 | 0.5147 | 0.5536 | 0.7701 | 0.43 |
Largest Winning Trade | 9805 | 9805 | 9496 | 9734 | 9734 | 9291 |
Largest Losing Trade | -39648 | -14549 | -39648 | -54318 | -13251 | -54318 |
Avg Bars in Trades | 92 | 90 | 94 | 92 | 90 | 94 |
Avg Bars in Winners | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Losers | 152 | 153 | 151 | 152 | 153 | 151 |
Bars Traded | 12975 | 6342 | 6633 | 12975 | 6342 | 6633 |
Profit Streak | 126.2759 | 128.5259 | 126.2759 | 126.2759 | 128.5259 | 126.2759 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479738 | -83293 | -89042 | 392198 | -82170 | -430915 |
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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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