Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68523.7154 | 48559.2236 | 19964.4918 | 85433.1221 | 58674.1122 | 26759.0099 |
Total P&L (%) | 68.5237 | 48.5592 | 19.9645 | 85.4331 | 58.6741 | 26.759 |
Avg Daily Profit (%) | 0.7894 | 0.5594 | 0.23 | 0.7139 | 0.5332 | 0.2735 |
Buy And Hold Return (%) | 34.0798 | 34.0798 | 34.0798 | 34.0798 | 34.0798 | 34.0798 |
Max Trade Drawdown | -14595 | -16801 | -9343 | -23048 | -26038 | -12619 |
Profit Factor | 1.7821 | 2.0804 | 1.4679 | 1.6582 | 1.8824 | 1.4227 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 48.4211 | 44.6809 | 52.0833 | 48.4211 | 44.6809 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.8983 | 2.5757 | 1.3504 | 1.7664 | 2.3306 | 1.3089 |
Largest Winning Trade | 17169 | 17169 | 8616 | 23789 | 23789 | 13144 |
Largest Losing Trade | -4751 | -4691 | -4751 | -8267 | -7022 | -8267 |
Avg Bars in Trades | 248 | 259 | 238 | 248 | 259 | 238 |
Avg Bars in Winners | 346 | 384 | 314 | 346 | 384 | 314 |
Avg Bars in Losers | 157 | 158 | 156 | 157 | 158 | 156 |
Bars Traded | 23652 | 12199 | 11453 | 23652 | 12199 | 11453 |
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 | 258862 | -22604 | -158100 | 334693 | 49108 | -158282 |
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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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