Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166781.4301 | 64598.3504 | 102183.0797 | 290361.9489 | 75323.0523 | 215038.8965 |
Total P&L (%) | 166.7814 | 64.5984 | 102.1831 | 290.3619 | 75.3231 | 215.0389 |
Avg Daily Profit (%) | 0.3202 | 0.124 | 0.1962 | 0.2618 | 0.1079 | 0.2206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40377 | -45424 | -21536 | -57848 | -96409 | -23930 |
Profit Factor | 1.8588 | 1.5098 | 2.5143 | 1.9882 | 1.3662 | 3.4396 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 70.3704 | 63.4146 | 77.5 | 70.3704 | 63.4146 | 77.5 |
Ratio Avg Win / Avg Loss | 0.7827 | 0.871 | 0.7299 | 0.8372 | 0.7882 | 0.9986 |
Largest Winning Trade | 22559 | 22559 | 15297 | 33837 | 30986 | 33837 |
Largest Losing Trade | -22636 | -22636 | -15073 | -46971 | -46971 | -23930 |
Avg Bars in Trades | 302 | 325 | 277 | 302 | 325 | 277 |
Avg Bars in Winners | 227 | 229 | 224 | 227 | 229 | 224 |
Avg Bars in Losers | 480 | 492 | 460 | 480 | 492 | 460 |
Bars Traded | 24472 | 13359 | 11113 | 24472 | 13359 | 11113 |
Profit Streak | 28.4994 | 29.0619 | 28.4994 | 28.4994 | 29.0619 | 28.4994 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2991 | -25422 | 490888 | -3241 | -47501 | 562677 |
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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) |
---|