Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119010.5233 | 72775.3943 | 46235.129 | 140538.5359 | 113877.0926 | 26661.4433 |
Total P&L (%) | 119.0105 | 72.7754 | 46.2351 | 140.5385 | 113.8771 | 26.6614 |
Avg Daily Profit (%) | 0.8567 | 0.5239 | 0.3328 | 0.6339 | 0.5488 | 0.1703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47436 | -12264 | -50222 | -75510 | -18239 | -88949 |
Profit Factor | 1.677 | 2.3905 | 1.3745 | 1.5393 | 2.8086 | 1.1349 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 73.0769 | 76.9231 | 69.2308 | 73.0769 | 76.9231 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.6178 | 0.7171 | 0.6109 | 0.5671 | 0.8426 | 0.5044 |
Largest Winning Trade | 13590 | 11545 | 13590 | 17860 | 16766 | 17860 |
Largest Losing Trade | -39756 | -12264 | -39756 | -65521 | -16621 | -65521 |
Avg Bars in Trades | 125 | 61 | 189 | 125 | 61 | 189 |
Avg Bars in Winners | 92 | 56 | 132 | 92 | 56 | 132 |
Avg Bars in Losers | 213 | 76 | 316 | 213 | 76 | 316 |
Bars Traded | 13027 | 3179 | 9848 | 13027 | 3179 | 9848 |
Profit Streak | 136.8599 | 172.0578 | 136.8599 | 136.8599 | 172.0578 | 136.8599 |
Trades During Streak | 13 | 18 | 6 | 13 | 18 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 598288 | -164458 | -171935 | 526684 | -163438 | -247747 |
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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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