Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62878.7313 | 18233.5361 | 44645.1951 | 57592.0561 | 22346.9558 | 35245.1004 |
Total P&L (%) | 62.8787 | 18.2335 | 44.6452 | 57.5921 | 22.347 | 35.2451 |
Avg Daily Profit (%) | 0.2415 | 0.07 | 0.1714 | 0.1748 | 0.0775 | 0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28955 | -25483 | -28955 | -37606 | -28747 | -37606 |
Profit Factor | 1.4488 | 1.2546 | 1.652 | 1.372 | 1.299 | 1.4403 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 74.3243 | 70.2703 | 78.3784 | 74.3243 | 70.2703 | 78.3784 |
Ratio Avg Win / Avg Loss | 0.5005 | 0.5308 | 0.4557 | 0.474 | 0.5496 | 0.3973 |
Largest Winning Trade | 18686 | 8088 | 18686 | 17471 | 10999 | 17471 |
Largest Losing Trade | -28955 | -22640 | -28955 | -37606 | -23075 | -37606 |
Avg Bars in Trades | 322 | 350 | 294 | 322 | 350 | 294 |
Avg Bars in Winners | 183 | 185 | 181 | 183 | 185 | 181 |
Avg Bars in Losers | 724 | 738 | 703 | 724 | 738 | 703 |
Bars Traded | 23842 | 12954 | 10888 | 23842 | 12954 | 10888 |
Profit Streak | 35.334 | 42.4069 | 35.334 | 35.334 | 42.4069 | 35.334 |
Trades During Streak | 11 | 8 | 5 | 11 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58200 | -106515 | 350718 | -59591 | -93552 | -37683 |
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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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