Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62603.5764 | 40492.0216 | 22111.5549 | 41124.6148 | 47591.3007 | -6466.6859 |
Total P&L (%) | 62.6036 | 40.492 | 22.1116 | 41.1246 | 47.5913 | -6.4667 |
Avg Daily Profit (%) | 0.4507 | 0.2915 | 0.1592 | 0.2483 | 0.2806 | -0.0481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43261 | -28076 | -35154 | -52998 | -24140 | -56194 |
Profit Factor | 1.2875 | 1.4318 | 1.1783 | 1.1666 | 1.5188 | 0.9583 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 72.0588 | 73.5294 | 70.5882 | 72.0588 | 73.5294 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.4992 | 0.5155 | 0.491 | 0.4524 | 0.5468 | 0.3993 |
Largest Winning Trade | 11431 | 11431 | 9232 | 13537 | 13537 | 12183 |
Largest Losing Trade | -30473 | -15601 | -30473 | -48604 | -12617 | -48604 |
Avg Bars in Trades | 95 | 94 | 97 | 95 | 94 | 97 |
Avg Bars in Winners | 68 | 70 | 67 | 68 | 70 | 67 |
Avg Bars in Losers | 165 | 161 | 169 | 165 | 161 | 169 |
Bars Traded | 13041 | 6422 | 6619 | 13041 | 6422 | 6619 |
Profit Streak | 130.5238 | 130.5238 | 131.7009 | 130.5238 | 130.5238 | 131.7009 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378014 | -101113 | -131171 | -30125 | -100043 | -687719 |
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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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