Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92092.5104 | 17026.377 | 75066.1334 | 111568.2497 | 23070.7664 | 88497.4834 |
Total P&L (%) | 92.0925 | 17.0264 | 75.0661 | 111.5683 | 23.0708 | 88.4975 |
Avg Daily Profit (%) | 0.3536 | 0.0654 | 0.2883 | 0.2882 | 0.0797 | 0.2437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30665 | -41583 | -15267 | -32829 | -42202 | -23702 |
Profit Factor | 1.5325 | 1.1782 | 1.9698 | 1.4592 | 1.1773 | 1.7844 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5325 | 1.4728 | 1.5759 | 1.4592 | 1.4716 | 1.4275 |
Largest Winning Trade | 21080 | 21080 | 19820 | 28361 | 28361 | 18896 |
Largest Losing Trade | -10969 | -9024 | -10969 | -19402 | -13754 | -19402 |
Avg Bars in Trades | 273 | 187 | 358 | 273 | 187 | 358 |
Avg Bars in Winners | 323 | 265 | 370 | 323 | 265 | 370 |
Avg Bars in Losers | 222 | 125 | 344 | 222 | 125 | 344 |
Bars Traded | 24592 | 8455 | 16138 | 24592 | 8455 | 16138 |
Profit Streak | 11.016 | 23.8701 | 11.016 | 11.016 | 23.8701 | 11.016 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413588 | -141441 | 437367 | 337306 | -119325 | 370781 |
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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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