Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34572.1527 | 3929.9143 | 30642.2384 | 35039.2636 | 2585.6396 | 32453.624 |
Total P&L (%) | 34.5722 | 3.9299 | 30.6422 | 35.0393 | 2.5856 | 32.4536 |
Avg Daily Profit (%) | 0.6638 | 0.0755 | 0.5884 | 0.5785 | 0.049 | 0.5411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19299 | -13178 | -10290 | -22348 | -15000 | -11529 |
Profit Factor | 1.4363 | 1.1442 | 1.5893 | 1.4024 | 1.0856 | 1.5705 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 49.4737 | 50 | 48.9362 | 49.4737 | 50 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.4668 | 1.1442 | 1.6584 | 1.4322 | 1.0856 | 1.6388 |
Largest Winning Trade | 11452 | 7488 | 11452 | 13033 | 7763 | 13033 |
Largest Losing Trade | -9098 | -5566 | -9098 | -8751 | -6220 | -8751 |
Avg Bars in Trades | 252 | 75 | 433 | 252 | 75 | 433 |
Avg Bars in Winners | 251 | 86 | 423 | 251 | 86 | 423 |
Avg Bars in Losers | 254 | 64 | 444 | 254 | 64 | 444 |
Bars Traded | 24021 | 3625 | 20396 | 24021 | 3625 | 20396 |
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 | 280402 | -321835 | 304560 | 248172 | -421530 | 291683 |
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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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