Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61783.8539 | 65137.3694 | -3353.5156 | 10366.7763 | 10252.0606 | 114.7157 |
Total P&L (%) | 61.7839 | 65.1374 | -3.3535 | 10.3668 | 10.2521 | 0.1147 |
Avg Daily Profit (%) | 0.232 | 0.2446 | -0.0126 | 0.037 | 0.0367 | 0.0004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47566 | -60205 | -55511 | -67363 | -73755 | -51384 |
Profit Factor | 1.214 | 1.3457 | 0.9666 | 1.0322 | 1.0454 | 1.0012 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 73.0435 | 71.9298 | 74.1379 | 73.0435 | 71.9298 | 74.1379 |
Ratio Avg Win / Avg Loss | 0.448 | 0.5251 | 0.3372 | 0.3809 | 0.408 | 0.3493 |
Largest Winning Trade | 22053 | 22053 | 5926 | 19532 | 19532 | 8910 |
Largest Losing Trade | -42298 | -42298 | -21764 | -67363 | -67363 | -19543 |
Avg Bars in Trades | 102 | 177 | 28 | 102 | 177 | 28 |
Avg Bars in Winners | 52 | 89 | 17 | 52 | 89 | 17 |
Avg Bars in Losers | 237 | 403 | 59 | 237 | 403 | 59 |
Bars Traded | 11782 | 10140 | 1642 | 11782 | 10140 | 1642 |
Profit Streak | 268.6307 | 268.6307 | 288.9641 | 268.6307 | 268.6307 | 288.9641 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316163 | -171626 | -757433 | -480985 | -652135 | -755542 |
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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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