Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150561.816 | 98311.1963 | 52250.6198 | 163395.8895 | 123588.7318 | 39807.1577 |
Total P&L (%) | 150.5618 | 98.3112 | 52.2506 | 163.3959 | 123.5887 | 39.8072 |
Avg Daily Profit (%) | 1.7344 | 1.1325 | 0.6019 | 1.1219 | 0.9312 | 0.3868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43734 | -28914 | -18853 | -43115 | -27687 | -20206 |
Profit Factor | 2.1583 | 2.1732 | 2.1313 | 2.3602 | 2.6183 | 1.9097 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 33.3333 | 28.2051 | 38.4615 | 33.3333 | 28.2051 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.3167 | 5.5319 | 3.4101 | 4.7204 | 6.6647 | 3.0556 |
Largest Winning Trade | 97119 | 97119 | 57329 | 129773 | 129773 | 48691 |
Largest Losing Trade | -7776 | -7776 | -4571 | -7571 | -7571 | -4594 |
Avg Bars in Trades | 307 | 471 | 143 | 307 | 471 | 143 |
Avg Bars in Winners | 420 | 699 | 215 | 420 | 699 | 215 |
Avg Bars in Losers | 251 | 382 | 98 | 251 | 382 | 98 |
Bars Traded | 23988 | 18396 | 5592 | 23988 | 18396 | 5592 |
Profit Streak | 0.3155 | 0.3155 | 5.0759 | 0.3155 | 0.3155 | 5.0759 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32797 | -4070 | 338393 | -32939 | -3386 | 218784 |
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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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