Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82641.3714 | 35335.3443 | 47306.0271 | 99484.2067 | 29031.6922 | 70452.5145 |
Total P&L (%) | 82.6414 | 35.3353 | 47.306 | 99.4842 | 29.0317 | 70.4525 |
Avg Daily Profit (%) | 0.18 | 0.077 | 0.103 | 0.1505 | 0.0555 | 0.1162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31585 | -23343 | -21896 | -66041 | -54386 | -44324 |
Profit Factor | 1.6407 | 1.5154 | 1.7829 | 1.4161 | 1.216 | 1.6731 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 76.9231 | 73.8462 | 80 | 76.9231 | 73.8462 | 80 |
Ratio Avg Win / Avg Loss | 0.4922 | 0.5367 | 0.4457 | 0.4248 | 0.4307 | 0.4183 |
Largest Winning Trade | 12410 | 6855 | 12410 | 22023 | 10178 | 22023 |
Largest Losing Trade | -22980 | -22980 | -21896 | -52948 | -52948 | -44324 |
Avg Bars in Trades | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Winners | 47 | 45 | 50 | 47 | 45 | 50 |
Avg Bars in Losers | 192 | 179 | 210 | 192 | 179 | 210 |
Bars Traded | 10559 | 5217 | 5342 | 10559 | 5217 | 5342 |
Profit Streak | 590.925 | 0 | 599.675 | 590.925 | 0 | 599.675 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421571 | -222436 | -183980 | 369213 | -253404 | -165036 |
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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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