Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67499.6672 | 41463.1897 | 26036.4775 | 86206.3684 | 47896.9125 | 38309.4558 |
Total P&L (%) | 67.4997 | 41.4632 | 26.0365 | 86.2064 | 47.8969 | 38.3095 |
Avg Daily Profit (%) | 0.147 | 0.0903 | 0.0567 | 0.1355 | 0.0853 | 0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23330 | -11445 | -16787 | -31306 | -16106 | -22550 |
Profit Factor | 1.7196 | 2.0879 | 1.4676 | 1.7674 | 2.0066 | 1.5917 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 182 | 92 | 90 | 182 | 92 | 90 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 84.2593 | 85.1852 | 83.3333 | 84.2593 | 85.1852 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.3212 | 0.3631 | 0.2935 | 0.3302 | 0.349 | 0.3183 |
Largest Winning Trade | 5304 | 3833 | 5304 | 9379 | 4061 | 9379 |
Largest Losing Trade | -16787 | -7557 | -16787 | -22053 | -9395 | -22053 |
Avg Bars in Trades | 48 | 45 | 51 | 48 | 45 | 51 |
Avg Bars in Winners | 19 | 15 | 22 | 19 | 15 | 22 |
Avg Bars in Losers | 205 | 213 | 197 | 205 | 213 | 197 |
Bars Traded | 10444 | 4880 | 5564 | 10444 | 4880 | 5564 |
Profit Streak | 636.6701 | 636.6701 | 654.9618 | 636.6701 | 636.6701 | 654.9618 |
Trades During Streak | 21 | 10 | 14 | 21 | 10 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362277 | -67918 | -116262 | -5037 | -74218 | -95803 |
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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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