Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69049.7281 | 20034.2223 | 49015.5057 | 66926.0972 | 16877.0993 | 50048.9979 |
Total P&L (%) | 69.0497 | 20.0342 | 49.0155 | 66.9261 | 16.8771 | 50.049 |
Avg Daily Profit (%) | 0.2651 | 0.0769 | 0.1882 | 0.1969 | 0.0599 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40352 | -25489 | -34986 | -84689 | -36010 | -71404 |
Profit Factor | 1.5051 | 1.2831 | 1.7433 | 1.2623 | 1.136 | 1.3819 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 62.9032 | 58.0645 | 67.7419 | 62.9032 | 58.0645 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.8876 | 0.9267 | 0.8301 | 0.7445 | 0.8205 | 0.658 |
Largest Winning Trade | 17489 | 9909 | 17489 | 31803 | 15599 | 31803 |
Largest Losing Trade | -27141 | -18047 | -27141 | -58644 | -25552 | -58644 |
Avg Bars in Trades | 390 | 411 | 369 | 390 | 411 | 369 |
Avg Bars in Winners | 254 | 277 | 235 | 254 | 277 | 235 |
Avg Bars in Losers | 620 | 595 | 651 | 620 | 595 | 651 |
Bars Traded | 24194 | 12741 | 11453 | 24194 | 12741 | 11453 |
Profit Streak | 0 | 0 | 22.0344 | 0 | 0 | 22.0344 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150437 | -99175 | 324037 | -152645 | -194838 | 259430 |
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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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