Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73239.9135 | 41062.8491 | 32177.0644 | 73052.7461 | 51928.6723 | 21124.0738 |
Total P&L (%) | 73.2399 | 41.0628 | 32.1771 | 73.0527 | 51.9287 | 21.1241 |
Avg Daily Profit (%) | 0.2812 | 0.1577 | 0.1236 | 0.2108 | 0.1607 | 0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31800 | -28989 | -41277 | -62555 | -42670 | -74956 |
Profit Factor | 1.3781 | 1.4142 | 1.3402 | 1.228 | 1.3311 | 1.1291 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 69.3069 | 70.5882 | 68 | 69.3069 | 70.5882 | 68 |
Ratio Avg Win / Avg Loss | 0.6103 | 0.5893 | 0.6307 | 0.5438 | 0.5546 | 0.5314 |
Largest Winning Trade | 17547 | 14051 | 17547 | 20835 | 19612 | 20835 |
Largest Losing Trade | -16917 | -15764 | -16917 | -25521 | -24780 | -25521 |
Avg Bars in Trades | 240 | 246 | 233 | 240 | 246 | 233 |
Avg Bars in Winners | 118 | 107 | 130 | 118 | 107 | 130 |
Avg Bars in Losers | 514 | 580 | 452 | 514 | 580 | 452 |
Bars Traded | 24250 | 12580 | 11670 | 24250 | 12580 | 11670 |
Profit Streak | 0 | 0 | 19.0817 | 0 | 0 | 19.0817 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319091 | -174535 | -210875 | 264403 | -174094 | -359483 |
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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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