Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365020.7563 | 298988.3361 | 66032.4202 | 455117.6587 | 369924.6115 | 85193.0472 |
Total P&L (%) | 365.0208 | 298.9883 | 66.0324 | 455.1177 | 369.9246 | 85.193 |
Avg Daily Profit (%) | 0.2585 | 0.2118 | 0.0468 | 0.1215 | 0.1097 | 0.0437 |
Buy And Hold Return (%) | 39.5397 | 39.5397 | 39.5397 | 39.5397 | 39.5397 | 39.5397 |
Max Trade Drawdown | -125838 | -130986 | -10804 | -347049 | -370963 | -67246 |
Profit Factor | 2.2645 | 2.1681 | 3.0178 | 1.5648 | 1.5327 | 1.7646 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 74.6032 | 74.1935 | 75 | 74.6032 | 74.1935 | 75 |
Ratio Avg Win / Avg Loss | 0.7709 | 0.7541 | 1.0059 | 0.5327 | 0.5331 | 0.5882 |
Largest Winning Trade | 152803 | 152803 | 11453 | 223736 | 223736 | 31416 |
Largest Losing Trade | -54469 | -54469 | -10804 | -209878 | -209878 | -67246 |
Avg Bars in Trades | 115 | 231 | 2 | 115 | 231 | 2 |
Avg Bars in Winners | 54 | 109 | 1 | 54 | 109 | 1 |
Avg Bars in Losers | 294 | 583 | 4 | 294 | 583 | 4 |
Bars Traded | 7275 | 7190 | 85 | 7275 | 7190 | 85 |
Profit Streak | 0 | 710.4935 | 0 | 0 | 710.4935 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138156 | 486427 | -131394 | -178612 | -42306 | -136400 |
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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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