Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58283.774 | 39587.8325 | 18695.9415 | 65189.1251 | 39566.0257 | 25623.0994 |
Total P&L (%) | 58.2838 | 39.5878 | 18.6959 | 65.1891 | 39.566 | 25.6231 |
Avg Daily Profit (%) | 0.6714 | 0.456 | 0.2154 | 0.5799 | 0.3848 | 0.2631 |
Buy And Hold Return (%) | 11.9249 | 11.9249 | 11.9249 | 11.9249 | 11.9249 | 11.9249 |
Max Trade Drawdown | -18381 | -12587 | -16095 | -30588 | -17295 | -21310 |
Profit Factor | 1.4698 | 1.7058 | 1.275 | 1.3913 | 1.5321 | 1.2778 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Profitability (%) | 45.7944 | 50.9434 | 40.7407 | 45.7944 | 50.9434 | 40.7407 |
Ratio Avg Win / Avg Loss | 1.7398 | 1.6427 | 1.8546 | 1.6468 | 1.4753 | 1.8586 |
Largest Winning Trade | 11936 | 11936 | 10792 | 16291 | 11838 | 16291 |
Largest Losing Trade | -5084 | -5084 | -5081 | -6784 | -6265 | -6784 |
Avg Bars in Trades | 230 | 243 | 217 | 230 | 243 | 217 |
Avg Bars in Winners | 332 | 340 | 321 | 332 | 340 | 321 |
Avg Bars in Losers | 144 | 143 | 146 | 144 | 143 | 146 |
Bars Traded | 24678 | 12925 | 11753 | 24678 | 12925 | 11753 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329466 | -171664 | -186578 | 298823 | -174006 | -182280 |
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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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