Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305262.7468 | 32978.0698 | 272284.677 | 847402.4907 | 162219.6113 | 685182.8794 |
Total P&L (%) | 305.2627 | 32.9781 | 272.2847 | 847.4025 | 162.2196 | 685.1829 |
Avg Daily Profit (%) | 0.2012 | 0.0217 | 0.1794 | 0.1483 | 0.0635 | 0.1359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58435 | -74054 | -30420 | -185027 | -156377 | -120268 |
Profit Factor | 2.3812 | 1.2242 | 4.6823 | 2.1547 | 1.3514 | 3.5174 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 60.6061 | 54.5455 | 66.6667 | 60.6061 | 54.5455 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5478 | 1.0202 | 2.3412 | 1.4006 | 1.1261 | 1.7587 |
Largest Winning Trade | 65641 | 65641 | 53090 | 161219 | 157936 | 161219 |
Largest Losing Trade | -25969 | -25969 | -17751 | -72098 | -72098 | -71784 |
Avg Bars in Trades | 42 | 21 | 63 | 42 | 21 | 63 |
Avg Bars in Winners | 56 | 27 | 81 | 56 | 27 | 81 |
Avg Bars in Losers | 19 | 13 | 26 | 19 | 13 | 26 |
Bars Traded | 2780 | 694 | 2086 | 2780 | 694 | 2086 |
Profit Streak | 46.2407 | 54.7407 | 46.2407 | 46.2407 | 54.7407 | 46.2407 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113331 | -164746 | 670807 | -117187 | -105369 | -867 |
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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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