Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155385.1428 | 87624.9296 | 67760.2131 | 243211.8628 | 152617.1413 | 90594.7215 |
Total P&L (%) | 155.3851 | 87.6249 | 67.7602 | 243.2119 | 152.6171 | 90.5947 |
Avg Daily Profit (%) | 0.5967 | 0.3365 | 0.2602 | 0.4747 | 0.3565 | 0.248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36778 | -58417 | -25571 | -112583 | -82667 | -74078 |
Profit Factor | 1.7466 | 1.7435 | 1.7506 | 1.5279 | 1.6195 | 1.4226 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 47.191 | 44.4444 | 50 | 47.191 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 1.9545 | 2.1794 | 1.7506 | 1.7097 | 2.0244 | 1.4226 |
Largest Winning Trade | 40502 | 40502 | 15453 | 62360 | 62360 | 40737 |
Largest Losing Trade | -13321 | -13321 | -9632 | -29927 | -29927 | -26305 |
Avg Bars in Trades | 277 | 300 | 253 | 277 | 300 | 253 |
Avg Bars in Winners | 358 | 394 | 326 | 358 | 394 | 326 |
Avg Bars in Losers | 204 | 225 | 180 | 204 | 225 | 180 |
Bars Traded | 24672 | 13520 | 11151 | 24672 | 13520 | 11151 |
Profit Streak | 3.9492 | 9.1367 | 0 | 3.9492 | 9.1367 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424988 | 349799 | 358853 | 361389 | 347339 | 270968 |
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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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