Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75669.9267 | 203263.5721 | -127593.6454 | 746824.6038 | 487881.1335 | 258943.4703 |
Total P&L (%) | 75.6699 | 203.2636 | -127.5936 | 746.8246 | 487.8811 | 258.9435 |
Avg Daily Profit (%) | 0.0613 | 0.1647 | -0.1034 | 0.1732 | 0.1436 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -337108 | -55474 | -317799 | -478863 | -299907 | -537496 |
Profit Factor | 1.1094 | 2.1357 | 0.7513 | 1.4709 | 1.903 | 1.2477 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 66 | 31 | 35 | 68 | 34 | 34 |
Losing Trades | 25 | 14 | 11 | 23 | 11 | 12 |
Profitability (%) | 72.5275 | 68.8889 | 76.087 | 74.7253 | 75.5556 | 73.913 |
Ratio Avg Win / Avg Loss | 0.4202 | 0.9645 | 0.2361 | 0.4975 | 0.6157 | 0.4404 |
Largest Winning Trade | 37640 | 37640 | 32530 | 360080 | 113503 | 360080 |
Largest Losing Trade | -242725 | -40788 | -242725 | -424576 | -255296 | -424576 |
Avg Bars in Trades | 78 | 83 | 72 | 78 | 83 | 72 |
Avg Bars in Winners | 50 | 52 | 48 | 60 | 65 | 54 |
Avg Bars in Losers | 150 | 152 | 148 | 131 | 141 | 122 |
Bars Traded | 7104 | 3769 | 3335 | 7104 | 3769 | 3335 |
Profit Streak | 35.2755 | 84.7755 | 35.2755 | 35.2755 | 84.7755 | 35.2755 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -208030 | 449366 | -576331 | 449999 | 153078 | -52422 |
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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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