Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62307.8798 | 37884.5934 | 24423.2864 | 49440.5234 | 42945.9868 | 6494.5366 |
Total P&L (%) | 62.3079 | 37.8846 | 24.4233 | 49.4405 | 42.946 | 6.4945 |
Avg Daily Profit (%) | 0.4485 | 0.2727 | 0.1758 | 0.2896 | 0.2575 | 0.0453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35946 | -19982 | -31335 | -50857 | -23377 | -46689 |
Profit Factor | 1.3234 | 1.4283 | 1.2343 | 1.1925 | 1.3918 | 1.0441 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 55.2381 | 51.9231 | 58.4906 | 55.2381 | 51.9231 | 58.4906 |
Ratio Avg Win / Avg Loss | 1.0724 | 1.3225 | 0.876 | 0.9664 | 1.2887 | 0.741 |
Largest Winning Trade | 17185 | 17185 | 11453 | 26304 | 26304 | 11410 |
Largest Losing Trade | -30566 | -19800 | -30566 | -45318 | -23206 | -45318 |
Avg Bars in Trades | 120 | 123 | 117 | 120 | 123 | 117 |
Avg Bars in Winners | 106 | 113 | 99 | 106 | 113 | 99 |
Avg Bars in Losers | 138 | 134 | 142 | 138 | 134 | 142 |
Bars Traded | 12643 | 6422 | 6221 | 12643 | 6422 | 6221 |
Profit Streak | 141.891 | 0 | 142.1619 | 141.891 | 0 | 142.1619 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331480 | -174887 | -178674 | -3639 | -174789 | -651989 |
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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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