Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83974.9161 | 66680.4199 | 17294.4962 | -51199.3805 | 59655.3999 | -110854.7804 |
Total P&L (%) | 83.9749 | 66.6804 | 17.2945 | -51.1994 | 59.6554 | -110.8548 |
Avg Daily Profit (%) | 0.3225 | 0.2561 | 0.0664 | -0.2751 | 0.1798 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94656 | -39678 | -90447 | -221589 | -61834 | -220393 |
Profit Factor | 1.3456 | 1.7548 | 1.1118 | 0.8787 | 1.517 | 0.6388 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 73.1707 | 73.1707 | 73.1707 | 73.1707 | 73.1707 | 73.1707 |
Ratio Avg Win / Avg Loss | 0.4934 | 0.6434 | 0.4077 | 0.3222 | 0.5562 | 0.2342 |
Largest Winning Trade | 19594 | 18352 | 19594 | 23351 | 22522 | 23351 |
Largest Losing Trade | -88716 | -28378 | -88716 | -219832 | -47845 | -219832 |
Avg Bars in Trades | 297 | 308 | 285 | 297 | 308 | 285 |
Avg Bars in Winners | 198 | 231 | 166 | 198 | 231 | 166 |
Avg Bars in Losers | 564 | 520 | 609 | 564 | 520 | 609 |
Bars Traded | 24362 | 12655 | 11707 | 24362 | 12655 | 11707 |
Profit Streak | 10.783 | 18.0747 | 10.783 | 10.783 | 18.0747 | 10.783 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 56429 | 382909 | -209854 | -586573 | 313578 | -578488 |
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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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