Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52463.2012 | 31593.4118 | 20869.7895 | 35123.7985 | 34676.1458 | 447.6527 |
Total P&L (%) | 52.4632 | 31.5934 | 20.8698 | 35.1238 | 34.6761 | 0.4477 |
Avg Daily Profit (%) | 0.3777 | 0.2274 | 0.1502 | 0.2169 | 0.2145 | 0.0032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33866 | -22826 | -42186 | -41925 | -22335 | -55484 |
Profit Factor | 1.2727 | 1.3886 | 1.1878 | 1.1594 | 1.4036 | 1.0033 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 118 | 55 | 63 | 118 | 55 | 63 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 76.6234 | 71.4286 | 81.8182 | 76.6234 | 71.4286 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.3883 | 0.5554 | 0.264 | 0.3537 | 0.5615 | 0.223 |
Largest Winning Trade | 8893 | 6107 | 8893 | 8970 | 6656 | 8970 |
Largest Losing Trade | -31521 | -18156 | -31521 | -36805 | -18074 | -36805 |
Avg Bars in Trades | 84 | 84 | 84 | 84 | 84 | 84 |
Avg Bars in Winners | 48 | 43 | 52 | 48 | 43 | 52 |
Avg Bars in Losers | 201 | 186 | 226 | 201 | 186 | 226 |
Bars Traded | 13007 | 6503 | 6504 | 13007 | 6503 | 6504 |
Profit Streak | 128.3062 | 128.3062 | 129.9312 | 128.3062 | 128.3062 | 129.9312 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365385 | -35487 | -52690 | -37763 | -35232 | -610838 |
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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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