Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399206.1484 | 98352.3613 | 300853.7871 | 606336.1938 | 378919.7665 | 227416.4273 |
Total P&L (%) | 399.2061 | 98.3524 | 300.8538 | 606.3362 | 378.9198 | 227.4164 |
Avg Daily Profit (%) | 0.2596 | 0.0639 | 0.1956 | 0.1272 | 0.1019 | 0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109397 | -65673 | -65447 | -225590 | -81208 | -172430 |
Profit Factor | 1.711 | 1.3343 | 2.1258 | 1.7739 | 2.0839 | 1.5242 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 56.3218 | 47.7273 | 65.1163 | 56.3218 | 47.7273 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.3269 | 1.4614 | 1.1388 | 1.3757 | 2.2823 | 0.8165 |
Largest Winning Trade | 61298 | 53614 | 61298 | 199225 | 199225 | 79008 |
Largest Losing Trade | -53804 | -34041 | -53804 | -134884 | -52407 | -134884 |
Avg Bars in Trades | 102 | 82 | 123 | 102 | 82 | 123 |
Avg Bars in Winners | 115 | 76 | 145 | 115 | 76 | 145 |
Avg Bars in Losers | 85 | 87 | 82 | 85 | 87 | 82 |
Bars Traded | 8934 | 3610 | 5324 | 8934 | 3610 | 5324 |
Profit Streak | 115.3768 | 115.3768 | 319.0435 | 115.3768 | 115.3768 | 319.0435 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459860 | -106721 | 501597 | -18039 | -52455 | -86738 |
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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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