Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47949.5847 | 26781.8731 | 21167.7116 | 54113.2395 | 30409.7618 | 23703.4778 |
Total P&L (%) | 47.9496 | 26.7819 | 21.1677 | 54.1132 | 30.4098 | 23.7035 |
Avg Daily Profit (%) | 0.5524 | 0.3085 | 0.2438 | 0.4995 | 0.3063 | 0.2453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14754 | -9548 | -12908 | -16934 | -11119 | -16916 |
Profit Factor | 1.6729 | 2.029 | 1.468 | 1.6327 | 1.9591 | 1.4404 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 62.8571 | 62.8571 | 62.8571 | 62.8571 | 62.8571 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.9885 | 1.199 | 0.8675 | 0.9648 | 1.1577 | 0.8511 |
Largest Winning Trade | 7271 | 7271 | 6483 | 8639 | 8639 | 7494 |
Largest Losing Trade | -10477 | -8061 | -10477 | -11801 | -10386 | -11801 |
Avg Bars in Trades | 352 | 337 | 367 | 352 | 337 | 367 |
Avg Bars in Winners | 235 | 193 | 276 | 235 | 193 | 276 |
Avg Bars in Losers | 552 | 582 | 522 | 552 | 582 | 522 |
Bars Traded | 24700 | 11824 | 12876 | 24700 | 11824 | 12876 |
Profit Streak | 3.3762 | 11.1054 | 3.3762 | 3.3762 | 11.1054 | 3.3762 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89171 | 330555 | 25182 | -89244 | 336634 | 80426 |
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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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