Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127855.7762 | 84898.2824 | 42957.4938 | 180639.9762 | 153549.3755 | 27090.6007 |
Total P&L (%) | 127.8558 | 84.8983 | 42.9575 | 180.64 | 153.5494 | 27.0906 |
Avg Daily Profit (%) | 0.491 | 0.326 | 0.165 | 0.397 | 0.3579 | 0.0921 |
Buy And Hold Return (%) | 35.014 | 35.014 | 35.014 | 35.014 | 35.014 | 35.014 |
Max Trade Drawdown | -37238 | -28129 | -31963 | -132895 | -34445 | -117481 |
Profit Factor | 1.7001 | 2.3098 | 1.3647 | 1.4722 | 2.357 | 1.1006 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 70.0935 | 69.8113 | 70.3704 | 70.0935 | 69.8113 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.7254 | 0.9988 | 0.5746 | 0.6281 | 1.0193 | 0.4634 |
Largest Winning Trade | 16630 | 12505 | 16630 | 25416 | 19434 | 25416 |
Largest Losing Trade | -31963 | -14237 | -31963 | -117481 | -34445 | -117481 |
Avg Bars in Trades | 228 | 228 | 228 | 228 | 228 | 228 |
Avg Bars in Winners | 153 | 135 | 171 | 153 | 135 | 171 |
Avg Bars in Losers | 403 | 444 | 363 | 403 | 444 | 363 |
Bars Traded | 24423 | 12111 | 12312 | 24423 | 12111 | 12312 |
Profit Streak | 7.4659 | 7.4659 | 16.4868 | 7.4659 | 7.4659 | 16.4868 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412313 | -171479 | -266392 | 395310 | -167270 | -524689 |
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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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