Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65629.5481 | 44198.3519 | 21431.1963 | 59185.1176 | 50041.5787 | 9143.5389 |
Total P&L (%) | 65.6295 | 44.1984 | 21.4312 | 59.1851 | 50.0416 | 9.1435 |
Avg Daily Profit (%) | 0.252 | 0.1697 | 0.0823 | 0.1787 | 0.1559 | 0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42009 | -28827 | -48514 | -78188 | -46271 | -85251 |
Profit Factor | 1.3389 | 1.4766 | 1.2124 | 1.186 | 1.3331 | 1.0544 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 70.2128 | 70.2128 | 70.2128 | 70.2128 | 70.2128 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.568 | 0.6264 | 0.5143 | 0.5032 | 0.5656 | 0.4473 |
Largest Winning Trade | 16060 | 12938 | 16060 | 21224 | 19844 | 21224 |
Largest Losing Trade | -20376 | -15216 | -20376 | -31985 | -26334 | -31985 |
Avg Bars in Trades | 258 | 255 | 262 | 258 | 255 | 262 |
Avg Bars in Winners | 133 | 122 | 144 | 133 | 122 | 144 |
Avg Bars in Losers | 554 | 567 | 541 | 554 | 567 | 541 |
Bars Traded | 24336 | 11997 | 12338 | 24336 | 11997 | 12338 |
Profit Streak | 11.0641 | 16.3037 | 11.0641 | 11.0641 | 16.3037 | 11.0641 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333925 | 265849 | -89186 | -8018 | 248700 | -474145 |
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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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