Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56945.9491 | 51134.9909 | 5810.9582 | 41130.8547 | 49541.0343 | -8410.1796 |
Total P&L (%) | 56.9459 | 51.135 | 5.811 | 41.1309 | 49.541 | -8.4102 |
Avg Daily Profit (%) | 0.2187 | 0.1964 | 0.0223 | 0.1324 | 0.1546 | -0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46862 | -32958 | -41770 | -58063 | -30350 | -51256 |
Profit Factor | 1.288 | 1.6539 | 1.0486 | 1.1902 | 1.6155 | 0.9381 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 73.6842 | 74.4681 | 72.9167 | 73.6842 | 74.4681 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.46 | 0.5671 | 0.3895 | 0.4251 | 0.5539 | 0.3484 |
Largest Winning Trade | 23969 | 23969 | 22064 | 22162 | 19420 | 22162 |
Largest Losing Trade | -26282 | -13603 | -26282 | -26282 | -13267 | -26282 |
Avg Bars in Trades | 252 | 260 | 244 | 252 | 260 | 244 |
Avg Bars in Winners | 142 | 157 | 127 | 142 | 157 | 127 |
Avg Bars in Losers | 560 | 561 | 560 | 560 | 561 | 560 |
Bars Traded | 23997 | 12240 | 11757 | 23997 | 12240 | 11757 |
Profit Streak | 7.8463 | 49.5443 | 7.8463 | 7.8463 | 49.5443 | 7.8463 |
Trades During Streak | 6 | 12 | 3 | 6 | 12 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329811 | 369562 | -494318 | -27500 | 349867 | -577554 |
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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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