Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270446.6905 | 188775.1434 | 81671.5471 | 128859.5338 | 120470.8451 | 8388.6887 |
Total P&L (%) | 270.4467 | 188.7751 | 81.6715 | 128.8595 | 120.4708 | 8.3887 |
Avg Daily Profit (%) | 0.2178 | 0.1521 | 0.0658 | 0.0667 | 0.0637 | 0.0065 |
Buy And Hold Return (%) | 18.997 | 18.997 | 18.997 | 18.997 | 18.997 | 18.997 |
Max Trade Drawdown | -129072 | -76192 | -99950 | -181032 | -69395 | -120759 |
Profit Factor | 1.6701 | 2.0585 | 1.3626 | 1.3234 | 1.8283 | 1.0332 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 64.7059 | 64.7059 | 64.7059 | 64.7059 | 64.7059 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.911 | 1.1228 | 0.7432 | 0.7219 | 0.9973 | 0.5635 |
Largest Winning Trade | 55920 | 55920 | 30486 | 44837 | 44837 | 42917 |
Largest Losing Trade | -77705 | -32699 | -77705 | -105377 | -65891 | -105377 |
Avg Bars in Trades | 102 | 88 | 115 | 102 | 88 | 115 |
Avg Bars in Winners | 90 | 77 | 103 | 90 | 77 | 103 |
Avg Bars in Losers | 122 | 107 | 137 | 122 | 107 | 137 |
Bars Traded | 6937 | 3004 | 3933 | 6937 | 3004 | 3933 |
Profit Streak | 66.6022 | 118.4355 | 66.6022 | 66.6022 | 118.4355 | 66.6022 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101997 | 480975 | -105389 | -215599 | -104272 | -532795 |
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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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