Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67050.4956 | 50941.5636 | 16108.932 | 49498.9211 | 40826.0729 | 8672.8482 |
Total P&L (%) | 67.0505 | 50.9416 | 16.1089 | 49.4989 | 40.8261 | 8.6728 |
Avg Daily Profit (%) | 0.2575 | 0.1956 | 0.0619 | 0.1545 | 0.1315 | 0.0319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51030 | -45116 | -36188 | -58527 | -48852 | -30990 |
Profit Factor | 1.2876 | 1.4661 | 1.1301 | 1.23 | 1.3939 | 1.0778 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 61.4679 | 61.8182 | 61.1111 | 61.4679 | 61.8182 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.8072 | 0.9055 | 0.7192 | 0.7711 | 0.8609 | 0.6858 |
Largest Winning Trade | 21798 | 12878 | 21798 | 14554 | 13132 | 14554 |
Largest Losing Trade | -26997 | -16191 | -26997 | -30692 | -15627 | -30692 |
Avg Bars in Trades | 224 | 232 | 217 | 224 | 232 | 217 |
Avg Bars in Winners | 161 | 166 | 156 | 161 | 166 | 156 |
Avg Bars in Losers | 325 | 338 | 312 | 325 | 338 | 312 |
Bars Traded | 24510 | 12780 | 11730 | 24510 | 12780 | 11730 |
Profit Streak | 28.4724 | 35.6287 | 28.4724 | 28.4724 | 35.6287 | 28.4724 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301845 | -172544 | -377318 | 214971 | -198855 | -631096 |
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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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