Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62280.4816 | 54105.1264 | 8175.3552 | 56496.7823 | 53246.3559 | 3250.4264 |
Total P&L (%) | 62.2805 | 54.1051 | 8.1754 | 56.4968 | 53.2464 | 3.2504 |
Avg Daily Profit (%) | 0.2392 | 0.2078 | 0.0314 | 0.1721 | 0.1641 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26411 | -28989 | -17970 | -35849 | -41436 | -24884 |
Profit Factor | 1.5247 | 1.5578 | 1.3768 | 1.3777 | 1.4429 | 1.1108 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 49.2958 | 57.1429 | 41.6667 | 49.2958 | 57.1429 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.5683 | 1.1683 | 1.9275 | 1.4171 | 1.0822 | 1.5551 |
Largest Winning Trade | 24282 | 24282 | 8505 | 21809 | 21809 | 9493 |
Largest Losing Trade | -26296 | -26296 | -4053 | -30930 | -30930 | -5715 |
Avg Bars in Trades | 334 | 650 | 26 | 334 | 650 | 26 |
Avg Bars in Winners | 352 | 597 | 26 | 352 | 597 | 26 |
Avg Bars in Losers | 315 | 721 | 26 | 315 | 721 | 26 |
Bars Traded | 23720 | 22773 | 948 | 23720 | 22773 | 948 |
Profit Streak | 0 | 31.0325 | 0 | 0 | 31.0325 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82937 | 335123 | -319145 | -85905 | 294331 | -444128 |
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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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