Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81002.6466 | 42810.7539 | 38191.8927 | 3587.5089 | 23897.8665 | -20310.3576 |
Total P&L (%) | 81.0026 | 42.8108 | 38.1919 | 3.5875 | 23.8979 | -20.3104 |
Avg Daily Profit (%) | 0.1555 | 0.0822 | 0.0733 | 0.0068 | 0.0412 | -0.0436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99423 | -21423 | -87091 | -120390 | -29805 | -98488 |
Profit Factor | 1.3096 | 1.4724 | 1.2234 | 1.0129 | 1.2684 | 0.8925 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 78.3133 | 77.1084 | 79.5181 | 78.3133 | 77.1084 | 79.5181 |
Ratio Avg Win / Avg Loss | 0.3627 | 0.4371 | 0.3151 | 0.2805 | 0.3766 | 0.2299 |
Largest Winning Trade | 13175 | 11783 | 13175 | 13267 | 13267 | 12213 |
Largest Losing Trade | -71960 | -20813 | -71960 | -78293 | -25508 | -78293 |
Avg Bars in Trades | 145 | 66 | 224 | 145 | 66 | 224 |
Avg Bars in Winners | 69 | 36 | 101 | 69 | 36 | 101 |
Avg Bars in Losers | 420 | 166 | 703 | 420 | 166 | 703 |
Bars Traded | 24110 | 5479 | 18631 | 24110 | 5479 | 18631 |
Profit Streak | 19.0598 | 77.5598 | 19.0598 | 19.0598 | 77.5598 | 19.0598 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405243 | -81260 | -95199 | -552018 | -139550 | -576509 |
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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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