Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72306.3638 | 44504.3453 | 27802.0185 | 66598.0848 | 31885.5054 | 34712.5794 |
Total P&L (%) | 72.3064 | 44.5043 | 27.802 | 66.5981 | 31.8855 | 34.7126 |
Avg Daily Profit (%) | 0.2777 | 0.1709 | 0.1068 | 0.1962 | 0.1063 | 0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50405 | -34025 | -51889 | -86996 | -64926 | -78294 |
Profit Factor | 1.456 | 1.6502 | 1.3085 | 1.2701 | 1.2758 | 1.2651 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 67.1429 | 68.5714 | 65.7143 | 67.1429 | 68.5714 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.7125 | 0.7563 | 0.6827 | 0.6215 | 0.5847 | 0.66 |
Largest Winning Trade | 18956 | 18956 | 17285 | 27271 | 21303 | 27271 |
Largest Losing Trade | -24305 | -24305 | -19160 | -44383 | -44383 | -26798 |
Avg Bars in Trades | 334 | 323 | 345 | 334 | 323 | 345 |
Avg Bars in Winners | 209 | 193 | 227 | 209 | 193 | 227 |
Avg Bars in Losers | 589 | 607 | 572 | 589 | 607 | 572 |
Bars Traded | 23422 | 11324 | 12098 | 23422 | 11324 | 12098 |
Profit Streak | 27.8141 | 27.8141 | 33.3766 | 27.8141 | 27.8141 | 33.3766 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88341 | 302463 | -53132 | -90400 | -53200 | -42480 |
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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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