Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81459.0018 | 30115.732 | 51343.2698 | 75243.9685 | 59207.886 | 16036.0825 |
Total P&L (%) | 81.459 | 30.1157 | 51.3433 | 75.244 | 59.2079 | 16.0361 |
Avg Daily Profit (%) | 0.3128 | 0.1156 | 0.1972 | 0.2157 | 0.1787 | 0.0571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41832 | -16952 | -43614 | -90839 | -18378 | -98488 |
Profit Factor | 1.416 | 1.617 | 1.3492 | 1.2249 | 1.9572 | 1.0588 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 69.1729 | 70.1493 | 68.1818 | 69.1729 | 70.1493 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.631 | 0.6881 | 0.6296 | 0.5459 | 0.8328 | 0.4941 |
Largest Winning Trade | 13090 | 10298 | 13090 | 23748 | 14163 | 23748 |
Largest Losing Trade | -37006 | -12115 | -37006 | -79647 | -12983 | -79647 |
Avg Bars in Trades | 182 | 32 | 333 | 182 | 32 | 333 |
Avg Bars in Winners | 97 | 24 | 175 | 97 | 24 | 175 |
Avg Bars in Losers | 370 | 52 | 673 | 370 | 52 | 673 |
Bars Traded | 24207 | 2178 | 22029 | 24207 | 2178 | 22029 |
Profit Streak | 4.4099 | 38.8057 | 0 | 4.4099 | 38.8057 | 0 |
Trades During Streak | 1 | 9 | 0 | 1 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335370 | -155240 | -118147 | 263442 | -106148 | -406896 |
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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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