Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124135.2952 | 52706.3643 | 71428.9309 | 152187.2003 | 83389.3245 | 68797.8758 |
Total P&L (%) | 124.1353 | 52.7064 | 71.4289 | 152.1872 | 83.3893 | 68.7979 |
Avg Daily Profit (%) | 0.4767 | 0.2024 | 0.2743 | 0.3558 | 0.2331 | 0.2012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43767 | -60741 | -27654 | -54640 | -50206 | -59414 |
Profit Factor | 1.4953 | 1.4002 | 1.6007 | 1.4416 | 1.4745 | 1.4072 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 41.9643 | 39.2857 | 44.6429 | 41.9643 | 39.2857 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.068 | 2.1639 | 1.9849 | 1.9936 | 2.2788 | 1.745 |
Largest Winning Trade | 44892 | 44892 | 22855 | 38261 | 38261 | 24155 |
Largest Losing Trade | -10529 | -8701 | -10529 | -23980 | -17464 | -23980 |
Avg Bars in Trades | 218 | 226 | 211 | 218 | 226 | 211 |
Avg Bars in Winners | 336 | 348 | 325 | 336 | 348 | 325 |
Avg Bars in Losers | 133 | 146 | 119 | 133 | 146 | 119 |
Bars Traded | 24505 | 12657 | 11848 | 24505 | 12657 | 11848 |
Profit Streak | 6.2621 | 0 | 14.6683 | 6.2621 | 0 | 14.6683 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318419 | -177321 | -171174 | 269407 | -175451 | -173058 |
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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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