Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95529.3205 | 25564.4754 | 69964.845 | 106002.4808 | 17188.3502 | 88814.1307 |
Total P&L (%) | 95.5293 | 25.5645 | 69.9648 | 106.0025 | 17.1884 | 88.8141 |
Avg Daily Profit (%) | 0.3668 | 0.0982 | 0.2687 | 0.2779 | 0.0609 | 0.2444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55959 | -22872 | -48143 | -89749 | -54715 | -75490 |
Profit Factor | 1.6441 | 1.35 | 1.9294 | 1.3931 | 1.1274 | 1.6591 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 72.2222 | 72.2222 | 72.2222 | 72.2222 | 72.2222 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.6323 | 0.5192 | 0.7421 | 0.5358 | 0.4336 | 0.6381 |
Largest Winning Trade | 14198 | 11970 | 14198 | 22024 | 17703 | 22024 |
Largest Losing Trade | -26513 | -17051 | -26513 | -46174 | -40589 | -46174 |
Avg Bars in Trades | 340 | 153 | 527 | 340 | 153 | 527 |
Avg Bars in Winners | 216 | 94 | 339 | 216 | 94 | 339 |
Avg Bars in Losers | 661 | 305 | 1016 | 661 | 305 | 1016 |
Bars Traded | 24497 | 5511 | 18986 | 24497 | 5511 | 18986 |
Profit Streak | 1.4446 | 0 | 2.4446 | 1.4446 | 0 | 2.4446 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75192 | -65217 | 337919 | -77302 | -200878 | 311750 |
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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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