Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102866.4028 | 58548.8367 | 44317.5661 | 120339.3345 | 85667.1416 | 34672.1929 |
Total P&L (%) | 102.8664 | 58.5488 | 44.3176 | 120.3393 | 85.6671 | 34.6722 |
Avg Daily Profit (%) | 0.7405 | 0.4215 | 0.319 | 0.5703 | 0.4465 | 0.2145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35460 | -21939 | -33368 | -51201 | -20699 | -61606 |
Profit Factor | 1.5931 | 1.8059 | 1.4397 | 1.5438 | 2.0957 | 1.2423 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 68.9394 | 69.697 | 68.1818 | 68.9394 | 69.697 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.7178 | 0.7852 | 0.6719 | 0.6956 | 0.9112 | 0.5797 |
Largest Winning Trade | 13830 | 13830 | 12349 | 16626 | 16626 | 15286 |
Largest Losing Trade | -32717 | -16323 | -32717 | -48467 | -15346 | -48467 |
Avg Bars in Trades | 98 | 98 | 98 | 98 | 98 | 98 |
Avg Bars in Winners | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Losers | 139 | 138 | 140 | 139 | 138 | 140 |
Bars Traded | 12968 | 6490 | 6478 | 12968 | 6490 | 6478 |
Profit Streak | 131.3526 | 131.3526 | 132.0713 | 131.3526 | 131.3526 | 132.0713 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534855 | -113050 | -116182 | 471651 | -111514 | -119139 |
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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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