Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85837.6671 | 35705.02 | 50132.6472 | 98473.3855 | 38569.7367 | 59903.6487 |
Total P&L (%) | 85.8377 | 35.705 | 50.1326 | 98.4734 | 38.5697 | 59.9036 |
Avg Daily Profit (%) | 0.3296 | 0.1371 | 0.1925 | 0.2636 | 0.1253 | 0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53874 | -33528 | -32771 | -76085 | -50432 | -43998 |
Profit Factor | 1.6456 | 1.5895 | 1.6926 | 1.4948 | 1.4176 | 1.5617 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 59.0909 | 57.5758 | 60.6061 | 59.0909 | 57.5758 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.1393 | 1.1712 | 1.1002 | 1.0349 | 1.0445 | 1.0151 |
Largest Winning Trade | 25821 | 14774 | 25821 | 32370 | 20987 | 32370 |
Largest Losing Trade | -19741 | -11611 | -19741 | -33866 | -16234 | -33866 |
Avg Bars in Trades | 368 | 394 | 341 | 368 | 394 | 341 |
Avg Bars in Winners | 328 | 398 | 261 | 328 | 398 | 261 |
Avg Bars in Losers | 426 | 389 | 465 | 426 | 389 | 465 |
Bars Traded | 24306 | 13025 | 11281 | 24306 | 13025 | 11281 |
Profit Streak | 16.1383 | 16.1383 | 32.5758 | 16.1383 | 16.1383 | 32.5758 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116444 | -10118 | 353443 | -117740 | -26603 | 358307 |
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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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