Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81656.8489 | 43240.0354 | 38416.8135 | 93307.389 | 49262.3143 | 44045.0746 |
Total P&L (%) | 81.6568 | 43.24 | 38.4168 | 93.3074 | 49.2623 | 44.0451 |
Avg Daily Profit (%) | 0.1779 | 0.0942 | 0.0837 | 0.1437 | 0.0873 | 0.0795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36139 | -17197 | -24948 | -42817 | -21754 | -28408 |
Profit Factor | 1.623 | 1.7831 | 1.5065 | 1.6682 | 1.8177 | 1.5547 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 73.2759 | 70.6897 | 75.8621 | 73.2759 | 70.6897 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.5919 | 0.7393 | 0.4794 | 0.6084 | 0.7537 | 0.4947 |
Largest Winning Trade | 33314 | 22062 | 33314 | 37962 | 33516 | 37962 |
Largest Losing Trade | -21868 | -9781 | -21868 | -24492 | -10491 | -24492 |
Avg Bars in Trades | 91 | 78 | 105 | 91 | 78 | 105 |
Avg Bars in Winners | 63 | 59 | 67 | 63 | 59 | 67 |
Avg Bars in Losers | 170 | 126 | 223 | 170 | 126 | 223 |
Bars Traded | 10670 | 4575 | 6095 | 10670 | 4575 | 6095 |
Profit Streak | 628.614 | 628.614 | 628.9057 | 628.614 | 628.614 | 628.9057 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429497 | -245733 | -260048 | 120456 | -254334 | -264791 |
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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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