Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68960.265 | 38906.591 | 30053.674 | 53762.9069 | 50172.2457 | 3590.6612 |
Total P&L (%) | 68.9603 | 38.9066 | 30.0537 | 53.7629 | 50.1722 | 3.5907 |
Avg Daily Profit (%) | 0.2648 | 0.1494 | 0.1154 | 0.1653 | 0.1563 | 0.0135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53659 | -12468 | -55396 | -103720 | -15512 | -105438 |
Profit Factor | 1.4215 | 1.6046 | 1.3028 | 1.2044 | 1.5583 | 1.0207 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 64.7059 | 66.6667 | 62.7907 | 64.7059 | 66.6667 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.7754 | 0.8023 | 0.772 | 0.6569 | 0.7792 | 0.6049 |
Largest Winning Trade | 17721 | 17721 | 16493 | 22858 | 20863 | 22858 |
Largest Losing Trade | -36241 | -14450 | -36241 | -77385 | -16540 | -77385 |
Avg Bars in Trades | 283 | 271 | 294 | 283 | 271 | 294 |
Avg Bars in Winners | 198 | 165 | 233 | 198 | 165 | 233 |
Avg Bars in Losers | 437 | 482 | 398 | 437 | 482 | 398 |
Bars Traded | 24061 | 11384 | 12677 | 24061 | 11384 | 12677 |
Profit Streak | 6.6568 | 13.1152 | 6.6568 | 6.6568 | 13.1152 | 6.6568 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339978 | 206924 | -42603 | 225129 | 264127 | -538908 |
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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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