Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113700.0788 | 80198.03 | 33502.0489 | 120639.0886 | 108173.7097 | 12465.3789 |
Total P&L (%) | 113.7001 | 80.198 | 33.502 | 120.6391 | 108.1737 | 12.4654 |
Avg Daily Profit (%) | 0.2183 | 0.154 | 0.0643 | 0.1521 | 0.1409 | 0.0226 |
Buy And Hold Return (%) | 21.1623 | 21.1623 | 21.1623 | 21.1623 | 21.1623 | 21.1623 |
Max Trade Drawdown | -42195 | -23473 | -42791 | -111813 | -55288 | -82922 |
Profit Factor | 1.5054 | 2.0572 | 1.2247 | 1.276 | 1.7607 | 1.0423 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 63.2653 | 63.2653 | 63.2653 | 63.2653 | 63.2653 | 63.2653 |
Ratio Avg Win / Avg Loss | 0.8741 | 1.1945 | 0.7111 | 0.7409 | 1.0223 | 0.6052 |
Largest Winning Trade | 25778 | 17650 | 25778 | 45219 | 27221 | 45219 |
Largest Losing Trade | -27103 | -12545 | -27103 | -60597 | -25985 | -60597 |
Avg Bars in Trades | 246 | 236 | 255 | 246 | 236 | 255 |
Avg Bars in Winners | 173 | 188 | 157 | 173 | 188 | 157 |
Avg Bars in Losers | 371 | 318 | 424 | 371 | 318 | 424 |
Bars Traded | 24115 | 11579 | 12536 | 24115 | 11579 | 12536 |
Profit Streak | 4.6397 | 12.4522 | 4.6397 | 4.6397 | 12.4522 | 4.6397 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310336 | 341335 | -117127 | 247362 | -2141 | -502569 |
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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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