Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146597.7855 | 56207.3199 | 90390.4655 | 239128.0849 | 111059.4745 | 128068.6104 |
Total P&L (%) | 146.5978 | 56.2073 | 90.3905 | 239.1281 | 111.0595 | 128.0686 |
Avg Daily Profit (%) | 0.5629 | 0.2158 | 0.3471 | 0.47 | 0.2872 | 0.3171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35903 | -37982 | -21561 | -44523 | -37658 | -55007 |
Profit Factor | 1.8916 | 1.5913 | 2.3032 | 1.8393 | 1.7404 | 1.9492 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 63.5135 | 67.5676 | 59.4595 | 63.5135 | 67.5676 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.0867 | 0.7638 | 1.5704 | 1.0566 | 0.8354 | 1.329 |
Largest Winning Trade | 22621 | 22621 | 14559 | 60414 | 60414 | 25633 |
Largest Losing Trade | -18648 | -18648 | -18528 | -42374 | -23054 | -42374 |
Avg Bars in Trades | 331 | 364 | 297 | 331 | 364 | 297 |
Avg Bars in Winners | 283 | 300 | 263 | 283 | 300 | 263 |
Avg Bars in Losers | 413 | 496 | 347 | 413 | 496 | 347 |
Bars Traded | 24494 | 13485 | 11010 | 24494 | 13485 | 11010 |
Profit Streak | 3.6664 | 0 | 12.708 | 3.6664 | 0 | 12.708 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55469 | 285177 | 510553 | -56364 | 351913 | 436730 |
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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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