Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146112.6204 | 119978.4736 | 26134.1468 | 158292.472 | 106767.5389 | 51524.9331 |
Total P&L (%) | 146.1126 | 119.9785 | 26.1341 | 158.2925 | 106.7675 | 51.5249 |
Avg Daily Profit (%) | 1.6831 | 1.3821 | 0.3011 | 1.0991 | 0.8403 | 0.4799 |
Buy And Hold Return (%) | 46.2597 | 46.2597 | 46.2597 | 46.2597 | 46.2597 | 46.2597 |
Max Trade Drawdown | -36759 | -30363 | -12452 | -95040 | -85345 | -31320 |
Profit Factor | 1.9304 | 2.3271 | 1.3922 | 1.492 | 1.5577 | 1.3956 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 38.6364 | 29.5455 | 47.7273 | 38.6364 | 29.5455 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.0659 | 5.5493 | 1.5248 | 2.3697 | 3.7144 | 1.5285 |
Largest Winning Trade | 112110 | 112110 | 14517 | 139902 | 139902 | 31233 |
Largest Losing Trade | -13788 | -13788 | -12452 | -40227 | -40227 | -31320 |
Avg Bars in Trades | 274 | 253 | 295 | 274 | 253 | 295 |
Avg Bars in Winners | 498 | 544 | 470 | 498 | 544 | 470 |
Avg Bars in Losers | 132 | 130 | 134 | 132 | 130 | 134 |
Bars Traded | 24122 | 11140 | 12982 | 24122 | 11140 | 12982 |
Profit Streak | 6.0127 | 6.0127 | 6.6099 | 6.0127 | 6.0127 | 6.6099 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333011 | 116700 | -157618 | 276481 | -253 | -120658 |
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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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