Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79748.3593 | 52574.7334 | 27173.6259 | 91740.979 | 66639.0982 | 25101.8809 |
Total P&L (%) | 79.7484 | 52.5747 | 27.1736 | 91.741 | 66.6391 | 25.1019 |
Avg Daily Profit (%) | 0.3062 | 0.2019 | 0.1043 | 0.2503 | 0.1963 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36521 | -19253 | -29001 | -39785 | -20765 | -46625 |
Profit Factor | 1.471 | 1.7211 | 1.2819 | 1.431 | 1.7761 | 1.1977 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 73.0769 | 70.7692 | 75.3846 | 73.0769 | 70.7692 | 75.3846 |
Ratio Avg Win / Avg Loss | 0.542 | 0.7109 | 0.4186 | 0.5272 | 0.7336 | 0.3911 |
Largest Winning Trade | 11017 | 11017 | 7444 | 14939 | 14939 | 9894 |
Largest Losing Trade | -20081 | -14437 | -20081 | -28879 | -12297 | -28879 |
Avg Bars in Trades | 187 | 188 | 186 | 187 | 188 | 186 |
Avg Bars in Winners | 107 | 109 | 104 | 107 | 109 | 104 |
Avg Bars in Losers | 404 | 379 | 435 | 404 | 379 | 435 |
Bars Traded | 24357 | 12262 | 12095 | 24357 | 12262 | 12095 |
Profit Streak | 12.2541 | 24.2229 | 12.2541 | 12.2541 | 24.2229 | 12.2541 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396603 | -121918 | -187901 | 370577 | -120922 | -215579 |
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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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