Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56877.574 | 34854.1436 | 22023.4303 | 70679.7079 | 42522.4293 | 28157.2787 |
Total P&L (%) | 56.8776 | 34.8541 | 22.0234 | 70.6797 | 42.5224 | 28.1573 |
Avg Daily Profit (%) | 0.6552 | 0.4015 | 0.2537 | 0.6177 | 0.409 | 0.2862 |
Buy And Hold Return (%) | 11.1067 | 11.1067 | 11.1067 | 11.1067 | 11.1067 | 11.1067 |
Max Trade Drawdown | -11235 | -9105 | -8569 | -14579 | -11802 | -10204 |
Profit Factor | 1.9304 | 2.3837 | 1.6127 | 1.9194 | 2.3242 | 1.629 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Losing Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Profitability (%) | 54.321 | 62.5 | 46.3415 | 54.321 | 62.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.6233 | 1.4302 | 1.8674 | 1.614 | 1.3945 | 1.8862 |
Largest Winning Trade | 9470 | 8906 | 9470 | 11988 | 9302 | 11988 |
Largest Losing Trade | -5348 | -3426 | -5348 | -6083 | -4145 | -6083 |
Avg Bars in Trades | 296 | 304 | 288 | 296 | 304 | 288 |
Avg Bars in Winners | 353 | 341 | 369 | 353 | 341 | 369 |
Avg Bars in Losers | 228 | 243 | 218 | 228 | 243 | 218 |
Bars Traded | 24006 | 12173 | 11833 | 24006 | 12173 | 11833 |
Profit Streak | 3.9953 | 0 | 8.0855 | 3.9953 | 0 | 8.0855 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3963 | 351514 | 69358 | -3476 | 371780 | 205719 |
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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) |
---|