Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96738.5638 | 22706.4215 | 74032.1423 | 91151.6147 | 15588.4056 | 75563.2091 |
Total P&L (%) | 96.7386 | 22.7064 | 74.0321 | 91.1516 | 15.5884 | 75.5632 |
Avg Daily Profit (%) | 0.3715 | 0.0872 | 0.2843 | 0.2491 | 0.0556 | 0.2164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66492 | -33948 | -41900 | -110577 | -63303 | -68149 |
Profit Factor | 1.4735 | 1.2226 | 1.7236 | 1.2935 | 1.1047 | 1.4671 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 68.1319 | 64.4444 | 71.7391 | 68.1319 | 64.4444 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.6892 | 0.6745 | 0.679 | 0.605 | 0.6095 | 0.578 |
Largest Winning Trade | 15153 | 10305 | 15153 | 21069 | 15769 | 21069 |
Largest Losing Trade | -33948 | -33948 | -24298 | -46645 | -46645 | -43973 |
Avg Bars in Trades | 263 | 299 | 228 | 263 | 299 | 228 |
Avg Bars in Winners | 150 | 151 | 150 | 150 | 151 | 150 |
Avg Bars in Losers | 505 | 567 | 427 | 505 | 567 | 427 |
Bars Traded | 23998 | 13472 | 10526 | 23998 | 13472 | 10526 |
Profit Streak | 7.3774 | 0 | 10.3253 | 7.3774 | 0 | 10.3253 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385904 | -83147 | 411355 | 308647 | -234903 | 352639 |
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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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