Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191068.6356 | 7610.3707 | 183458.2649 | 165963.18 | -36742.9349 | 202706.1149 |
Total P&L (%) | 191.0686 | 7.6104 | 183.4583 | 165.9632 | -36.7429 | 202.7061 |
Avg Daily Profit (%) | 0.1832 | 0.0073 | 0.176 | 0.0939 | -0.0439 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71382 | -71280 | -11246 | -96473 | -139376 | -5620 |
Profit Factor | 1.9735 | 1.0433 | 9.9255 | 1.701 | 0.8328 | 12.8809 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 9 | 5 | 4 | 9 | 5 | 4 |
Profitability (%) | 85.9375 | 84.375 | 87.5 | 85.9375 | 84.375 | 87.5 |
Ratio Avg Win / Avg Loss | 0.3229 | 0.1932 | 1.4179 | 0.2783 | 0.1542 | 1.8401 |
Largest Winning Trade | 27266 | 22947 | 27266 | 30016 | 19579 | 30016 |
Largest Losing Trade | -60136 | -60136 | -11246 | -96473 | -96473 | -9977 |
Avg Bars in Trades | 44 | 65 | 23 | 44 | 65 | 23 |
Avg Bars in Winners | 12 | 11 | 14 | 12 | 11 | 14 |
Avg Bars in Losers | 234 | 354 | 85 | 234 | 354 | 85 |
Bars Traded | 2818 | 2082 | 736 | 2818 | 2082 | 736 |
Profit Streak | 23.4511 | 60.1178 | 23.4511 | 23.4511 | 60.1178 | 23.4511 |
Trades During Streak | 8 | 8 | 4 | 8 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128928 | -517509 | 763305 | -204592 | -574881 | -36197 |
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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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