Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23093.5659 | 8446.4764 | 14647.0895 | 24299.4804 | 8851.2023 | 15448.2781 |
Total P&L (%) | 23.0936 | 8.4465 | 14.6471 | 24.2995 | 8.8512 | 15.4483 |
Avg Daily Profit (%) | 1.3303 | 0.4865 | 0.8437 | 1.2609 | 0.4897 | 0.8309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14741 | -10521 | -7525 | -19624 | -13392 | -10430 |
Profit Factor | 1.4629 | 1.2943 | 1.6912 | 1.3829 | 1.2474 | 1.5579 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 71.3043 | 66.6667 | 75.8621 | 71.3043 | 66.6667 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.5887 | 0.6471 | 0.5381 | 0.5565 | 0.6237 | 0.4957 |
Largest Winning Trade | 3533 | 3533 | 1965 | 4730 | 4730 | 2366 |
Largest Losing Trade | -7525 | -4864 | -7525 | -10430 | -5298 | -10430 |
Avg Bars in Trades | 214 | 219 | 209 | 214 | 219 | 209 |
Avg Bars in Winners | 129 | 119 | 138 | 129 | 119 | 138 |
Avg Bars in Losers | 425 | 419 | 433 | 425 | 419 | 433 |
Bars Traded | 24668 | 12506 | 12162 | 24668 | 12506 | 12162 |
Profit Streak | 2.9084 | 2.9084 | 3.1716 | 2.9084 | 2.9084 | 3.1716 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319833 | -338065 | -187108 | 329006 | -338603 | -176274 |
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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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