Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70740.7381 | 29789.1648 | 40951.5732 | 95855.9983 | 37820.9643 | 58035.034 |
Total P&L (%) | 70.7407 | 29.7892 | 40.9516 | 95.856 | 37.821 | 58.035 |
Avg Daily Profit (%) | 1.3583 | 0.572 | 0.7863 | 1.2991 | 0.6178 | 0.8826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16390 | -19471 | -8430 | -25905 | -30421 | -14138 |
Profit Factor | 2.0642 | 1.7258 | 2.6104 | 1.8897 | 1.5682 | 2.4093 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 69.0909 | 67.2727 | 70.9091 | 69.0909 | 67.2727 | 70.9091 |
Ratio Avg Win / Avg Loss | 0.9234 | 0.8396 | 1.0709 | 0.8454 | 0.7629 | 0.9884 |
Largest Winning Trade | 5295 | 5295 | 4061 | 7937 | 7937 | 6943 |
Largest Losing Trade | -11063 | -11063 | -6943 | -17887 | -17887 | -11744 |
Avg Bars in Trades | 214 | 219 | 209 | 214 | 219 | 209 |
Avg Bars in Winners | 142 | 135 | 149 | 142 | 135 | 149 |
Avg Bars in Losers | 374 | 391 | 356 | 374 | 391 | 356 |
Bars Traded | 23566 | 12048 | 11518 | 23566 | 12048 | 11518 |
Profit Streak | 0 | 12.5583 | 0 | 0 | 12.5583 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553256 | -171094 | -164762 | 539285 | -170425 | -165566 |
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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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