Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363765.8993 | 282124.5324 | 81641.3669 | 137303.8276 | 50992.5426 | 86311.2849 |
Total P&L (%) | 363.7659 | 282.1245 | 81.6414 | 137.3038 | 50.9925 | 86.3113 |
Avg Daily Profit (%) | 0.2668 | 0.2069 | 0.0599 | 0.0634 | 0.0302 | 0.0457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72817 | -76567 | -57364 | -179161 | -229736 | -110552 |
Profit Factor | 1.8882 | 2.3451 | 1.4086 | 1.1855 | 1.1294 | 1.2494 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 52.0548 | 48.6486 | 55.5556 | 52.0548 | 48.6486 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7392 | 2.4754 | 1.1269 | 1.0919 | 1.1921 | 0.9995 |
Largest Winning Trade | 258182 | 258182 | 47501 | 203635 | 203635 | 100673 |
Largest Losing Trade | -53173 | -44006 | -53173 | -112492 | -112492 | -89561 |
Avg Bars in Trades | 51 | 33 | 70 | 51 | 33 | 70 |
Avg Bars in Winners | 67 | 44 | 88 | 67 | 44 | 88 |
Avg Bars in Losers | 33 | 22 | 47 | 33 | 22 | 47 |
Bars Traded | 3751 | 1227 | 2524 | 3751 | 1227 | 2524 |
Profit Streak | 3.4426 | 11.4426 | 0 | 3.4426 | 11.4426 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64968 | 441343 | -111495 | -201497 | -231855 | -133111 |
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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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