Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128161.8123 | 58515.5441 | 69646.2682 | 194858.8134 | 136515.0464 | 58343.767 |
Total P&L (%) | 128.1618 | 58.5155 | 69.6463 | 194.8588 | 136.515 | 58.3438 |
Avg Daily Profit (%) | 0.4921 | 0.2247 | 0.2674 | 0.4161 | 0.3311 | 0.1766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38191 | -25063 | -24247 | -70229 | -30992 | -75913 |
Profit Factor | 1.8798 | 1.968 | 1.8172 | 1.6827 | 2.5563 | 1.2951 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 62.963 | 65 | 60.9756 | 62.963 | 65 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.1057 | 1.0597 | 1.163 | 0.9898 | 1.3765 | 0.8289 |
Largest Winning Trade | 27234 | 15951 | 27234 | 41945 | 41945 | 26654 |
Largest Losing Trade | -19236 | -10054 | -19236 | -70229 | -16974 | -70229 |
Avg Bars in Trades | 303 | 318 | 288 | 303 | 318 | 288 |
Avg Bars in Winners | 262 | 309 | 214 | 262 | 309 | 214 |
Avg Bars in Losers | 372 | 335 | 405 | 372 | 335 | 405 |
Bars Traded | 24582 | 12745 | 11837 | 24582 | 12745 | 11837 |
Profit Streak | 0 | 29.8262 | 0 | 0 | 29.8262 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3139 | 423796 | 380636 | -5836 | 524969 | 183404 |
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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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