Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91446.1415 | 73022.5855 | 18423.556 | 92060.66 | 62440.5622 | 29620.0977 |
Total P&L (%) | 91.4461 | 73.0226 | 18.4236 | 92.0607 | 62.4406 | 29.6201 |
Avg Daily Profit (%) | 1.0534 | 0.8412 | 0.2122 | 0.7546 | 0.5604 | 0.2993 |
Buy And Hold Return (%) | 33.2973 | 33.2973 | 33.2973 | 33.2973 | 33.2973 | 33.2973 |
Max Trade Drawdown | -49329 | -31166 | -27372 | -103005 | -64784 | -44518 |
Profit Factor | 1.4533 | 1.6347 | 1.2125 | 1.2972 | 1.3436 | 1.2313 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 48.0263 | 40.7895 | 55.2632 | 48.0263 | 40.7895 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.5727 | 2.3729 | 0.9816 | 1.4038 | 1.9504 | 0.9968 |
Largest Winning Trade | 40272 | 40272 | 12792 | 50040 | 50040 | 19821 |
Largest Losing Trade | -13879 | -9898 | -13879 | -18639 | -17022 | -18639 |
Avg Bars in Trades | 162 | 153 | 170 | 162 | 153 | 170 |
Avg Bars in Winners | 232 | 243 | 224 | 232 | 243 | 224 |
Avg Bars in Losers | 97 | 92 | 103 | 97 | 92 | 103 |
Bars Traded | 24627 | 11693 | 12934 | 24627 | 11693 | 12934 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354484 | -44708 | -210614 | 258852 | -50544 | -209755 |
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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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