Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77820.504 | 35154.1483 | 42666.3557 | 101750.0831 | 36805.984 | 64944.0991 |
Total P&L (%) | 77.8205 | 35.1541 | 42.6664 | 101.7501 | 36.806 | 64.9441 |
Avg Daily Profit (%) | 0.1695 | 0.0766 | 0.0929 | 0.153 | 0.0683 | 0.1091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19085 | -13579 | -18813 | -30211 | -30041 | -29778 |
Profit Factor | 1.7828 | 1.9159 | 1.6992 | 1.6777 | 1.5616 | 1.7676 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 80.4054 | 75.6757 | 85.1351 | 80.4054 | 75.6757 | 85.1351 |
Ratio Avg Win / Avg Loss | 0.4345 | 0.6158 | 0.2967 | 0.4088 | 0.5019 | 0.3086 |
Largest Winning Trade | 7151 | 5793 | 7151 | 9716 | 9716 | 9706 |
Largest Losing Trade | -18813 | -13569 | -18813 | -29778 | -29739 | -29778 |
Avg Bars in Trades | 69 | 34 | 104 | 69 | 34 | 104 |
Avg Bars in Winners | 35 | 19 | 49 | 35 | 19 | 49 |
Avg Bars in Losers | 208 | 78 | 420 | 208 | 78 | 420 |
Bars Traded | 10247 | 2517 | 7729 | 10247 | 2517 | 7729 |
Profit Streak | 605.2652 | 605.2652 | 627.2652 | 605.2652 | 605.2652 | 627.2652 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472675 | -153532 | -129638 | 460289 | -165278 | -106353 |
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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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