Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91993.4051 | 58565.8323 | 33427.5727 | 94938.7691 | 55121.984 | 39816.785 |
Total P&L (%) | 91.9934 | 58.5658 | 33.4276 | 94.9388 | 55.122 | 39.8168 |
Avg Daily Profit (%) | 0.3533 | 0.2249 | 0.1284 | 0.2567 | 0.1687 | 0.1288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27745 | -16067 | -18239 | -35492 | -19950 | -20489 |
Profit Factor | 1.5893 | 1.7578 | 1.424 | 1.5238 | 1.5908 | 1.4527 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 55 | 52.5 | 57.5 | 55 | 52.5 | 57.5 |
Ratio Avg Win / Avg Loss | 1.3003 | 1.5904 | 1.0525 | 1.2467 | 1.4393 | 1.0737 |
Largest Winning Trade | 53096 | 53096 | 17558 | 52540 | 52540 | 17496 |
Largest Losing Trade | -18381 | -13729 | -18381 | -18381 | -15188 | -18381 |
Avg Bars in Trades | 306 | 290 | 322 | 306 | 290 | 322 |
Avg Bars in Winners | 274 | 251 | 295 | 274 | 251 | 295 |
Avg Bars in Losers | 345 | 333 | 358 | 345 | 333 | 358 |
Bars Traded | 24500 | 11616 | 12884 | 24500 | 11616 | 12884 |
Profit Streak | 8.6628 | 8.6628 | 20.4962 | 8.6628 | 8.6628 | 20.4962 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12621 | 361127 | -22959 | -13847 | 282601 | -21651 |
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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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