Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185532.6246 | 55634.0493 | 129898.5753 | 283969.2434 | 119039.2692 | 164929.9743 |
Total P&L (%) | 185.5326 | 55.634 | 129.8986 | 283.9692 | 119.0393 | 164.93 |
Avg Daily Profit (%) | 0.2911 | 0.0873 | 0.2038 | 0.2113 | 0.1231 | 0.153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89340 | -17673 | -93707 | -161813 | -21823 | -166608 |
Profit Factor | 2.1061 | 2.1362 | 2.0936 | 2.0316 | 2.8302 | 1.7845 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 61.6279 | 58.1395 | 65.1163 | 61.6279 | 58.1395 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.3113 | 1.5381 | 1.1216 | 1.2649 | 2.0377 | 0.956 |
Largest Winning Trade | 34414 | 23712 | 34414 | 43191 | 43191 | 42988 |
Largest Losing Trade | -42594 | -16099 | -42594 | -95213 | -17054 | -95213 |
Avg Bars in Trades | 75 | 16 | 133 | 75 | 16 | 133 |
Avg Bars in Winners | 88 | 17 | 151 | 88 | 17 | 151 |
Avg Bars in Losers | 54 | 15 | 100 | 54 | 15 | 100 |
Bars Traded | 6460 | 719 | 5741 | 6460 | 719 | 5741 |
Profit Streak | 104.2446 | 116.4946 | 104.2446 | 104.2446 | 116.4946 | 104.2446 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524890 | -70688 | 492839 | 495161 | -20639 | 395722 |
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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) |
---|