Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94141.1401 | 67771.9465 | 26369.1936 | 124549.9002 | 67750.4414 | 56799.4588 |
Total P&L (%) | 94.1411 | 67.7719 | 26.3692 | 124.5499 | 67.7504 | 56.7995 |
Avg Daily Profit (%) | 1.0845 | 0.7807 | 0.3038 | 0.9362 | 0.5977 | 0.5195 |
Buy And Hold Return (%) | 40.8342 | 40.8342 | 40.8342 | 40.8342 | 40.8342 | 40.8342 |
Max Trade Drawdown | -14515 | -13915 | -27014 | -30862 | -32940 | -30727 |
Profit Factor | 1.4992 | 1.7191 | 1.2794 | 1.3991 | 1.3996 | 1.3985 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 63.9241 | 64.557 | 63.2911 | 63.9241 | 64.557 | 63.2911 |
Ratio Avg Win / Avg Loss | 0.8461 | 0.9438 | 0.7421 | 0.7896 | 0.7684 | 0.8111 |
Largest Winning Trade | 18489 | 18489 | 7938 | 18731 | 18731 | 10783 |
Largest Losing Trade | -11512 | -11512 | -11048 | -21445 | -21445 | -15008 |
Avg Bars in Trades | 155 | 148 | 163 | 155 | 148 | 163 |
Avg Bars in Winners | 134 | 123 | 146 | 134 | 123 | 146 |
Avg Bars in Losers | 193 | 193 | 192 | 193 | 193 | 192 |
Bars Traded | 24609 | 11719 | 12890 | 24609 | 11719 | 12890 |
Profit Streak | 4.1494 | 4.1494 | 5.5522 | 4.1494 | 4.1494 | 5.5522 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318422 | -22913 | -184706 | 356076 | -25936 | -60497 |
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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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