Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46874.7258 | 8065.4253 | 38809.3005 | 53137.5591 | 7588.0713 | 45549.4878 |
Total P&L (%) | 46.8747 | 8.0654 | 38.8093 | 53.1376 | 7.5881 | 45.5495 |
Avg Daily Profit (%) | 0.54 | 0.0929 | 0.4471 | 0.4921 | 0.0843 | 0.4333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18258 | -14368 | -8249 | -25225 | -19587 | -11870 |
Profit Factor | 1.732 | 1.1951 | 2.7095 | 1.6718 | 1.1499 | 2.6008 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 50 | 48.9796 | 51.0204 | 50 | 48.9796 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.732 | 1.2449 | 2.6012 | 1.6718 | 1.1978 | 2.4967 |
Largest Winning Trade | 13989 | 10498 | 13989 | 18793 | 10983 | 18793 |
Largest Losing Trade | -9273 | -9273 | -3349 | -8811 | -8811 | -4777 |
Avg Bars in Trades | 251 | 277 | 224 | 251 | 277 | 224 |
Avg Bars in Winners | 242 | 233 | 250 | 242 | 233 | 250 |
Avg Bars in Losers | 259 | 318 | 198 | 259 | 318 | 198 |
Bars Traded | 24601 | 13577 | 11023 | 24601 | 13577 | 11023 |
Profit Streak | 1.9193 | 0 | 6.3845 | 1.9193 | 0 | 6.3845 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301188 | -242842 | 442772 | 299819 | -304138 | 452553 |
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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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