Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65914.8985 | 19206.0609 | 46708.8376 | 62194.2212 | 20237.2574 | 41956.9638 |
Total P&L (%) | 65.9149 | 19.2061 | 46.7088 | 62.1942 | 20.2373 | 41.957 |
Avg Daily Profit (%) | 0.2531 | 0.0738 | 0.1794 | 0.1859 | 0.0708 | 0.1346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32168 | -29478 | -29712 | -45330 | -35345 | -39514 |
Profit Factor | 1.5117 | 1.2752 | 1.7914 | 1.4232 | 1.2625 | 1.6006 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 76.6667 | 73.3333 | 80 | 76.6667 | 73.3333 | 80 |
Ratio Avg Win / Avg Loss | 0.4601 | 0.4637 | 0.4478 | 0.4332 | 0.4591 | 0.4001 |
Largest Winning Trade | 15398 | 7792 | 15398 | 15917 | 7921 | 15917 |
Largest Losing Trade | -28489 | -24701 | -28489 | -34985 | -26194 | -34985 |
Avg Bars in Trades | 398 | 533 | 262 | 398 | 533 | 262 |
Avg Bars in Winners | 213 | 294 | 139 | 213 | 294 | 139 |
Avg Bars in Losers | 1005 | 1192 | 757 | 1005 | 1192 | 757 |
Bars Traded | 23893 | 16009 | 7884 | 23893 | 16009 | 7884 |
Profit Streak | 33.3095 | 33.3095 | 48.4032 | 33.3095 | 33.3095 | 48.4032 |
Trades During Streak | 14 | 7 | 8 | 14 | 7 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162167 | -100443 | 378438 | -163530 | -103774 | -11029 |
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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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