Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58563.2954 | 36999.7611 | 21563.5342 | 54872.0735 | 31340.1669 | 23531.9065 |
Total P&L (%) | 58.5633 | 36.9998 | 21.5635 | 54.8721 | 31.3402 | 23.5319 |
Avg Daily Profit (%) | 0.2249 | 0.1421 | 0.0828 | 0.1681 | 0.1047 | 0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27510 | -37987 | -18884 | -37307 | -48578 | -22659 |
Profit Factor | 1.327 | 1.3433 | 1.3025 | 1.252 | 1.2363 | 1.2764 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 109 | 61 | 48 | 109 | 61 | 48 |
Losing Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Profitability (%) | 63.7427 | 70.9302 | 56.4706 | 63.7427 | 70.9302 | 56.4706 |
Ratio Avg Win / Avg Loss | 0.7548 | 0.5505 | 1.004 | 0.7121 | 0.5067 | 0.9839 |
Largest Winning Trade | 9085 | 9085 | 4837 | 9858 | 9858 | 6718 |
Largest Losing Trade | -25928 | -25928 | -10549 | -33803 | -33803 | -14983 |
Avg Bars in Trades | 143 | 210 | 76 | 143 | 210 | 76 |
Avg Bars in Winners | 96 | 126 | 57 | 96 | 126 | 57 |
Avg Bars in Losers | 227 | 416 | 100 | 227 | 416 | 100 |
Bars Traded | 24593 | 18111 | 6482 | 24593 | 18111 | 6482 |
Profit Streak | 5.3196 | 10.8925 | 5.3196 | 5.3196 | 10.8925 | 5.3196 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307352 | -4377 | -88044 | 264507 | -55316 | -90998 |
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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) |
---|