Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120874.0392 | 66508.9939 | 54365.0453 | 168236.0218 | 104578.1447 | 63657.8771 |
Total P&L (%) | 120.874 | 66.509 | 54.365 | 168.236 | 104.5781 | 63.6579 |
Avg Daily Profit (%) | 0.4642 | 0.2554 | 0.2088 | 0.3796 | 0.2752 | 0.1893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26237 | -11185 | -19972 | -44290 | -24495 | -37376 |
Profit Factor | 2.1067 | 2.8976 | 1.7329 | 1.7837 | 2.6296 | 1.423 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 47.619 | 40.625 | 54.8387 | 47.619 | 40.625 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.3173 | 4.235 | 1.4271 | 1.9621 | 3.8433 | 1.1719 |
Largest Winning Trade | 52244 | 52244 | 16386 | 79277 | 79277 | 27065 |
Largest Losing Trade | -12074 | -4050 | -12074 | -37376 | -7069 | -37376 |
Avg Bars in Trades | 380 | 90 | 680 | 380 | 90 | 680 |
Avg Bars in Winners | 625 | 115 | 1014 | 625 | 115 | 1014 |
Avg Bars in Losers | 158 | 73 | 274 | 158 | 73 | 274 |
Bars Traded | 23991 | 2897 | 21094 | 23991 | 2897 | 21094 |
Profit Streak | 0 | 0 | 14.7136 | 0 | 0 | 14.7136 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139436 | 309539 | 309896 | -140782 | 295406 | 278043 |
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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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