Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119999.4307 | 48763.6003 | 71235.8304 | 200144.2491 | 69513.9729 | 130630.2763 |
Total P&L (%) | 119.9994 | 48.7636 | 71.2358 | 200.1442 | 69.514 | 130.6303 |
Avg Daily Profit (%) | 1.3823 | 0.5617 | 0.8206 | 1.2741 | 0.6098 | 0.9673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9934 | -8022 | -9934 | -22265 | -17523 | -22265 |
Profit Factor | 3.8769 | 4.6719 | 3.5056 | 3.57 | 3.584 | 3.5626 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 70.1299 | 63.1579 | 76.9231 | 70.1299 | 63.1579 | 76.9231 |
Ratio Avg Win / Avg Loss | 1.6513 | 2.7253 | 1.0517 | 1.5205 | 2.0907 | 1.0688 |
Largest Winning Trade | 39608 | 8713 | 39608 | 85153 | 12688 | 85153 |
Largest Losing Trade | -9934 | -6568 | -9934 | -22265 | -14523 | -22265 |
Avg Bars in Trades | 317 | 297 | 336 | 317 | 297 | 336 |
Avg Bars in Winners | 250 | 218 | 275 | 250 | 218 | 275 |
Avg Bars in Losers | 474 | 432 | 539 | 474 | 432 | 539 |
Bars Traded | 24428 | 11291 | 13137 | 24428 | 11291 | 13137 |
Profit Streak | 5.2808 | 5.2808 | 7.0794 | 5.2808 | 5.2808 | 7.0794 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23419 | 639939 | 775398 | -23738 | 676801 | 781485 |
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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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