Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65898.8489 | 41107.1853 | 24791.6636 | 61458.9194 | 42341.0161 | 19117.9033 |
Total P&L (%) | 65.8988 | 41.1072 | 24.7917 | 61.4589 | 42.341 | 19.1179 |
Avg Daily Profit (%) | 0.4744 | 0.2959 | 0.1785 | 0.3455 | 0.2545 | 0.126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40398 | -26792 | -42501 | -54047 | -35752 | -57817 |
Profit Factor | 1.4499 | 1.8458 | 1.2533 | 1.3273 | 1.6571 | 1.155 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 73.8636 | 77.2727 | 70.4545 | 73.8636 | 77.2727 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.513 | 0.5429 | 0.5256 | 0.4697 | 0.4874 | 0.4844 |
Largest Winning Trade | 11550 | 7521 | 11550 | 11806 | 10377 | 11806 |
Largest Losing Trade | -30212 | -15389 | -30212 | -37930 | -21800 | -37930 |
Avg Bars in Trades | 148 | 81 | 214 | 148 | 81 | 214 |
Avg Bars in Winners | 83 | 50 | 120 | 83 | 50 | 120 |
Avg Bars in Losers | 329 | 188 | 437 | 329 | 188 | 437 |
Bars Traded | 13029 | 3601 | 9428 | 13029 | 3601 | 9428 |
Profit Streak | 127.3231 | 127.3856 | 0 | 127.3231 | 127.3856 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411051 | 339171 | 100919 | 333760 | 317260 | -82992 |
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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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