Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60764.143 | 38350.7523 | 22413.3908 | 71448.3864 | 36844.0067 | 34604.3797 |
Total P&L (%) | 60.7641 | 38.3508 | 22.4134 | 71.4484 | 36.844 | 34.6044 |
Avg Daily Profit (%) | 0.7 | 0.4418 | 0.2582 | 0.623 | 0.362 | 0.3429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19963 | -8644 | -24019 | -24659 | -14278 | -24914 |
Profit Factor | 1.5551 | 1.9685 | 1.3208 | 1.5075 | 1.6777 | 1.4004 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 53.271 | 55.5556 | 50.9434 | 53.271 | 55.5556 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.3642 | 1.5748 | 1.2719 | 1.3223 | 1.3421 | 1.3485 |
Largest Winning Trade | 14476 | 14476 | 10023 | 14745 | 14745 | 12479 |
Largest Losing Trade | -9147 | -5605 | -9147 | -9272 | -8777 | -9272 |
Avg Bars in Trades | 228 | 221 | 235 | 228 | 221 | 235 |
Avg Bars in Winners | 289 | 266 | 315 | 289 | 266 | 315 |
Avg Bars in Losers | 159 | 166 | 152 | 159 | 166 | 152 |
Bars Traded | 24453 | 11972 | 12481 | 24453 | 11972 | 12481 |
Profit Streak | 5.0486 | 5.0486 | 5.1354 | 5.0486 | 5.0486 | 5.1354 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480966 | -169039 | -177647 | 468944 | -171527 | -173859 |
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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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