Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289570.3322 | 48290.5247 | 241279.8075 | 44187.0857 | 23185.033 | 21002.0527 |
Total P&L (%) | 289.5703 | 48.2905 | 241.2798 | 44.1871 | 23.185 | 21.0021 |
Avg Daily Profit (%) | 0.1967 | 0.0328 | 0.1639 | 0.0249 | 0.0142 | 0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127587 | -11651 | -127329 | -959421 | -124110 | -910472 |
Profit Factor | 2.2837 | 2.3059 | 2.2793 | 1.0317 | 1.1027 | 1.018 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 73.7705 | 64.5161 | 83.3333 | 73.7705 | 64.5161 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.812 | 1.2683 | 0.4559 | 0.3668 | 0.6065 | 0.2036 |
Largest Winning Trade | 58712 | 14990 | 58712 | 241403 | 43030 | 241403 |
Largest Losing Trade | -93112 | -11651 | -93112 | -516885 | -116242 | -516885 |
Avg Bars in Trades | 77 | 3 | 154 | 77 | 3 | 154 |
Avg Bars in Winners | 46 | 2 | 82 | 46 | 2 | 82 |
Avg Bars in Losers | 165 | 5 | 517 | 165 | 5 | 517 |
Bars Traded | 4751 | 108 | 4643 | 4751 | 108 | 4643 |
Profit Streak | 234.4525 | 415.4525 | 234.4525 | 234.4525 | 415.4525 | 234.4525 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152353 | -143826 | 504428 | -510373 | -284426 | -379056 |
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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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