Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143863.0648 | 96088.5439 | 47774.5209 | 241762.1279 | 166835.595 | 74926.5329 |
Total P&L (%) | 143.8631 | 96.0885 | 47.7745 | 241.7621 | 166.8356 | 74.9265 |
Avg Daily Profit (%) | 0.2762 | 0.1845 | 0.0917 | 0.2362 | 0.1886 | 0.1074 |
Buy And Hold Return (%) | 27.2434 | 27.2434 | 27.2434 | 27.2434 | 27.2434 | 27.2434 |
Max Trade Drawdown | -30047 | -35606 | -9607 | -49886 | -57174 | -10762 |
Profit Factor | 2.0944 | 2.0903 | 2.1028 | 2.4364 | 2.4415 | 2.4253 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 58.9474 | 55.3191 | 62.5 | 58.9474 | 55.3191 | 62.5 |
Ratio Avg Win / Avg Loss | 1.4586 | 1.6883 | 1.2617 | 1.6968 | 1.972 | 1.4552 |
Largest Winning Trade | 21528 | 21528 | 12186 | 39424 | 39424 | 17021 |
Largest Losing Trade | -22029 | -22029 | -6887 | -37266 | -37266 | -6887 |
Avg Bars in Trades | 254 | 458 | 55 | 254 | 458 | 55 |
Avg Bars in Winners | 227 | 428 | 54 | 227 | 428 | 54 |
Avg Bars in Losers | 293 | 495 | 57 | 293 | 495 | 57 |
Bars Traded | 24198 | 21530 | 2668 | 24198 | 21530 | 2668 |
Profit Streak | 26.6142 | 81.635 | 26.6142 | 26.6142 | 81.635 | 26.6142 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444395 | 378962 | -73989 | 537117 | 478738 | -47241 |
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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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