Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63862.9838 | 42295.7594 | 21567.2245 | 50552.3916 | 39284.433 | 11267.9585 |
Total P&L (%) | 63.863 | 42.2958 | 21.5672 | 50.5524 | 39.2844 | 11.268 |
Avg Daily Profit (%) | 0.4597 | 0.3045 | 0.1553 | 0.295 | 0.2388 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42810 | -26184 | -41889 | -48168 | -25669 | -52317 |
Profit Factor | 1.3431 | 1.5243 | 1.2045 | 1.2663 | 1.4885 | 1.103 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 71.5385 | 70.7692 | 72.3077 | 71.5385 | 70.7692 | 72.3077 |
Ratio Avg Win / Avg Loss | 0.5344 | 0.6296 | 0.4613 | 0.5038 | 0.6148 | 0.4224 |
Largest Winning Trade | 11154 | 9104 | 11154 | 10093 | 8954 | 10093 |
Largest Losing Trade | -33780 | -20622 | -33780 | -36987 | -21243 | -36987 |
Avg Bars in Trades | 99 | 97 | 101 | 99 | 97 | 101 |
Avg Bars in Winners | 78 | 77 | 79 | 78 | 77 | 79 |
Avg Bars in Losers | 152 | 144 | 159 | 152 | 144 | 159 |
Bars Traded | 12940 | 6322 | 6618 | 12940 | 6322 | 6618 |
Profit Streak | 142.037 | 142.037 | 146.7037 | 142.037 | 142.037 | 146.7037 |
Trades During Streak | 8 | 4 | 7 | 8 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395163 | -123102 | -129866 | 295614 | -124150 | -454605 |
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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) |
---|