Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75603.2021 | 73457.0918 | 2146.1103 | 92746.6975 | 94890.3951 | -2143.6976 |
Total P&L (%) | 75.6032 | 73.4571 | 2.1461 | 92.7467 | 94.8904 | -2.1437 |
Avg Daily Profit (%) | 0.2903 | 0.2821 | 0.0082 | 0.2523 | 0.2566 | -0.0083 |
Buy And Hold Return (%) | 28.0603 | 28.0603 | 28.0603 | 28.0603 | 28.0603 | 28.0603 |
Max Trade Drawdown | -19723 | -19913 | -11767 | -35993 | -26643 | -22222 |
Profit Factor | 1.8442 | 2.1285 | 1.0877 | 1.6297 | 1.8913 | 0.9475 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 57.4713 | 58.1395 | 56.8182 | 57.4713 | 58.1395 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.3647 | 1.5325 | 0.8267 | 1.206 | 1.3618 | 0.7201 |
Largest Winning Trade | 17986 | 17986 | 4090 | 27597 | 27597 | 4155 |
Largest Losing Trade | -13246 | -13246 | -2972 | -18891 | -18891 | -5378 |
Avg Bars in Trades | 247 | 475 | 24 | 247 | 475 | 24 |
Avg Bars in Winners | 317 | 610 | 23 | 317 | 610 | 23 |
Avg Bars in Losers | 152 | 286 | 26 | 152 | 286 | 26 |
Bars Traded | 21509 | 20425 | 1084 | 21509 | 20425 | 1084 |
Profit Streak | 10.8151 | 10.8151 | 17.3568 | 10.8151 | 10.8151 | 17.3568 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314423 | 333917 | -471420 | 307374 | 294033 | -579198 |
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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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