Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113717.9132 | 76753.3469 | 36964.5663 | 128702.0321 | 84062.0194 | 44640.0127 |
Total P&L (%) | 113.7179 | 76.7533 | 36.9646 | 128.702 | 84.062 | 44.64 |
Avg Daily Profit (%) | 0.5117 | 0.3453 | 0.1663 | 0.3729 | 0.2749 | 0.1662 |
Buy And Hold Return (%) | 13.8659 | 13.8659 | 13.8659 | 13.8659 | 13.8659 | 13.8659 |
Max Trade Drawdown | -52526 | -16907 | -36700 | -69014 | -41380 | -45652 |
Profit Factor | 1.5158 | 1.8065 | 1.295 | 1.4146 | 1.6529 | 1.2458 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 54.1667 | 52.0833 | 56.25 | 54.1667 | 52.0833 | 56.25 |
Ratio Avg Win / Avg Loss | 1.2826 | 1.662 | 1.0073 | 1.197 | 1.5207 | 0.9689 |
Largest Winning Trade | 16601 | 16601 | 15277 | 31263 | 21601 | 31263 |
Largest Losing Trade | -26470 | -17152 | -26470 | -39170 | -39170 | -28429 |
Avg Bars in Trades | 53 | 43 | 63 | 53 | 43 | 63 |
Avg Bars in Winners | 46 | 35 | 57 | 46 | 35 | 57 |
Avg Bars in Losers | 61 | 51 | 71 | 61 | 51 | 71 |
Bars Traded | 5134 | 2086 | 3048 | 5134 | 2086 | 3048 |
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 | 394810 | 365609 | 120990 | 329856 | 345909 | 67828 |
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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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