Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59901.3306 | 13554.0674 | 46347.2632 | 53743.8634 | 6296.3963 | 47447.4672 |
Total P&L (%) | 59.9013 | 13.5541 | 46.3473 | 53.7439 | 6.2964 | 47.4475 |
Avg Daily Profit (%) | 0.23 | 0.052 | 0.178 | 0.1653 | 0.0235 | 0.1492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64447 | -25041 | -39406 | -104960 | -45745 | -59214 |
Profit Factor | 1.4615 | 1.2642 | 1.5904 | 1.2579 | 1.0757 | 1.3789 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 69.8413 | 65.625 | 74.1935 | 69.8413 | 65.625 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.6311 | 0.6622 | 0.5532 | 0.5432 | 0.5635 | 0.4796 |
Largest Winning Trade | 13659 | 11932 | 13659 | 17839 | 16734 | 17839 |
Largest Losing Trade | -27194 | -15832 | -27194 | -47323 | -23461 | -47323 |
Avg Bars in Trades | 377 | 246 | 512 | 377 | 246 | 512 |
Avg Bars in Winners | 265 | 166 | 355 | 265 | 166 | 355 |
Avg Bars in Losers | 637 | 399 | 964 | 637 | 399 | 964 |
Bars Traded | 23781 | 7889 | 15892 | 23781 | 7889 | 15892 |
Profit Streak | 8.7991 | 8.7991 | 13.9137 | 8.7991 | 8.7991 | 13.9137 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142096 | -179151 | 329901 | -144303 | -464935 | 240700 |
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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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