Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62955.6695 | 16938.3117 | 46017.3578 | 66208.9451 | 19144.7307 | 47064.2143 |
Total P&L (%) | 62.9557 | 16.9383 | 46.0174 | 66.2089 | 19.1447 | 47.0642 |
Avg Daily Profit (%) | 0.2417 | 0.065 | 0.1767 | 0.1953 | 0.0673 | 0.1482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37638 | -18921 | -26802 | -57987 | -22782 | -41345 |
Profit Factor | 1.4815 | 1.2568 | 1.7101 | 1.3609 | 1.2146 | 1.4994 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 72.5 | 67.5 | 77.5 | 72.5 | 67.5 | 77.5 |
Ratio Avg Win / Avg Loss | 0.5619 | 0.6051 | 0.4965 | 0.5162 | 0.5848 | 0.4353 |
Largest Winning Trade | 13377 | 8350 | 13377 | 18191 | 10480 | 18191 |
Largest Losing Trade | -18921 | -18921 | -17647 | -25121 | -22782 | -25121 |
Avg Bars in Trades | 299 | 346 | 252 | 299 | 346 | 252 |
Avg Bars in Winners | 171 | 200 | 146 | 171 | 200 | 146 |
Avg Bars in Losers | 637 | 650 | 617 | 637 | 650 | 617 |
Bars Traded | 23967 | 13874 | 10093 | 23967 | 13874 | 10093 |
Profit Streak | 4.1406 | 4.1406 | 18.1093 | 4.1406 | 4.1406 | 18.1093 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14571 | -116048 | 340611 | -15488 | -111842 | 220325 |
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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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