Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230554.1524 | 78003.3273 | 152550.8251 | 102977.0201 | 9767.8833 | 93209.1369 |
Total P&L (%) | 230.5542 | 78.0033 | 152.5508 | 102.977 | 9.7679 | 93.2091 |
Avg Daily Profit (%) | 0.2266 | 0.0767 | 0.1499 | 0.0696 | 0.0092 | 0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97351 | -94723 | -75289 | -127229 | -101823 | -89472 |
Profit Factor | 1.6417 | 1.3094 | 2.4233 | 1.3234 | 1.0473 | 1.834 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 32 | 22 | 10 | 32 | 22 | 10 |
Profitability (%) | 55.5556 | 38.8889 | 72.2222 | 55.5556 | 38.8889 | 72.2222 |
Ratio Avg Win / Avg Loss | 1.3134 | 2.0577 | 0.932 | 1.0587 | 1.6457 | 0.7054 |
Largest Winning Trade | 77830 | 77830 | 29783 | 75278 | 75278 | 37746 |
Largest Losing Trade | -68902 | -51794 | -68902 | -85715 | -50187 | -85715 |
Avg Bars in Trades | 52 | 66 | 37 | 52 | 66 | 37 |
Avg Bars in Winners | 34 | 31 | 36 | 34 | 31 | 36 |
Avg Bars in Losers | 73 | 89 | 38 | 73 | 89 | 38 |
Bars Traded | 3746 | 2411 | 1335 | 3746 | 2411 | 1335 |
Profit Streak | 5.4043 | 0 | 313.9043 | 5.4043 | 0 | 313.9043 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72225 | -93660 | 476757 | -181852 | -518126 | -101464 |
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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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