Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75804.7445 | 36397.0802 | 39407.6643 | 65719.24 | 34718.657 | 31000.5829 |
Total P&L (%) | 75.8047 | 36.3971 | 39.4077 | 65.7192 | 34.7187 | 31.0006 |
Avg Daily Profit (%) | 0.2911 | 0.1398 | 0.1513 | 0.1942 | 0.1145 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33821 | -32889 | -36861 | -50150 | -44113 | -52546 |
Profit Factor | 1.3684 | 1.422 | 1.3298 | 1.2189 | 1.2843 | 1.174 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 46.729 | 50 | 43.3962 | 46.729 | 50 | 43.3962 |
Ratio Avg Win / Avg Loss | 1.56 | 1.422 | 1.7345 | 1.3895 | 1.2843 | 1.5314 |
Largest Winning Trade | 51636 | 51636 | 15462 | 56776 | 56776 | 18597 |
Largest Losing Trade | -11569 | -8320 | -11569 | -18761 | -10690 | -18761 |
Avg Bars in Trades | 226 | 72 | 382 | 226 | 72 | 382 |
Avg Bars in Winners | 343 | 101 | 627 | 343 | 101 | 627 |
Avg Bars in Losers | 122 | 42 | 194 | 122 | 42 | 194 |
Bars Traded | 24186 | 3908 | 20278 | 24186 | 3908 | 20278 |
Profit Streak | 14.6216 | 15.3508 | 14.6216 | 14.6216 | 15.3508 | 14.6216 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328372 | -188548 | -177121 | 215367 | -223219 | -268895 |
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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) |
---|