Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97340.9796 | 2730.2136 | 94610.766 | 23209.1916 | -783.6776 | 23992.8692 |
Total P&L (%) | 97.341 | 2.7302 | 94.6108 | 23.2092 | -0.7837 | 23.9929 |
Avg Daily Profit (%) | 0.1869 | 0.0052 | 0.1817 | 0.0401 | -0.0015 | 0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76280 | -10685 | -71147 | -126864 | -15140 | -117897 |
Profit Factor | 1.5876 | 1.0894 | 1.7001 | 1.0968 | 0.9772 | 1.1168 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 58.0645 | 51.6129 | 64.5161 | 58.0645 | 51.6129 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.1466 | 1.0213 | 0.9351 | 0.7921 | 0.9161 | 0.6142 |
Largest Winning Trade | 25074 | 5647 | 25074 | 26068 | 5833 | 26068 |
Largest Losing Trade | -71147 | -6909 | -71147 | -117897 | -8966 | -117897 |
Avg Bars in Trades | 388 | 24 | 753 | 388 | 24 | 753 |
Avg Bars in Winners | 490 | 20 | 866 | 490 | 20 | 866 |
Avg Bars in Losers | 248 | 28 | 548 | 248 | 28 | 548 |
Bars Traded | 24105 | 744 | 23361 | 24105 | 744 | 23361 |
Profit Streak | 29.9586 | 54.5836 | 29.9586 | 29.9586 | 54.5836 | 29.9586 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147669 | -472460 | 349958 | -416861 | -579495 | -233888 |
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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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