Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68986.9417 | 39760.0066 | 29226.9351 | 63355.2798 | 57051.6418 | 6303.6381 |
Total P&L (%) | 68.9869 | 39.76 | 29.2269 | 63.3553 | 57.0516 | 6.3036 |
Avg Daily Profit (%) | 0.4966 | 0.2862 | 0.2104 | 0.3539 | 0.3255 | 0.044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35937 | -18592 | -43171 | -69056 | -25561 | -90465 |
Profit Factor | 1.3974 | 1.8455 | 1.2309 | 1.2248 | 1.8251 | 1.0296 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 58.0645 | 58.0645 | 58.0645 | 58.0645 | 58.0645 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.0093 | 1.3329 | 0.889 | 0.8846 | 1.3181 | 0.7436 |
Largest Winning Trade | 13034 | 7804 | 13034 | 20071 | 12132 | 20071 |
Largest Losing Trade | -28062 | -10587 | -28062 | -49183 | -15118 | -49183 |
Avg Bars in Trades | 105 | 39 | 171 | 105 | 39 | 171 |
Avg Bars in Winners | 93 | 43 | 142 | 93 | 43 | 142 |
Avg Bars in Losers | 121 | 33 | 210 | 121 | 33 | 210 |
Bars Traded | 13033 | 2422 | 10611 | 13033 | 2422 | 10611 |
Profit Streak | 132.8559 | 133.0955 | 132.8559 | 132.8559 | 133.0955 | 132.8559 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421643 | -145450 | -151822 | 266239 | -143774 | -643830 |
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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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