Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116129.8759 | 28747.6106 | 87382.2653 | 60743.1533 | 3485.0289 | 57258.1244 |
Total P&L (%) | 116.1299 | 28.7476 | 87.3823 | 60.7432 | 3.485 | 57.2581 |
Avg Daily Profit (%) | 0.223 | 0.0552 | 0.1678 | 0.0912 | 0.0066 | 0.087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70145 | -35883 | -72150 | -153439 | -75194 | -156697 |
Profit Factor | 1.3252 | 1.223 | 1.383 | 1.1041 | 1.0174 | 1.1496 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 39 | 25 | 14 | 39 | 25 | 14 |
Profitability (%) | 69.2913 | 60.9375 | 77.7778 | 69.2913 | 60.9375 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.5873 | 0.784 | 0.3952 | 0.4893 | 0.6522 | 0.3284 |
Largest Winning Trade | 22381 | 21827 | 22381 | 34810 | 27867 | 34810 |
Largest Losing Trade | -39930 | -18615 | -39930 | -86899 | -32409 | -86899 |
Avg Bars in Trades | 178 | 64 | 294 | 178 | 64 | 294 |
Avg Bars in Winners | 110 | 38 | 166 | 110 | 38 | 166 |
Avg Bars in Losers | 332 | 104 | 739 | 332 | 104 | 739 |
Bars Traded | 22656 | 4131 | 18525 | 22656 | 4131 | 18525 |
Profit Streak | 10.2075 | 10.2075 | 19.145 | 10.2075 | 10.2075 | 19.145 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351315 | -262160 | -136312 | -176184 | -690579 | -277978 |
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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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