Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104558.8089 | 76613.1342 | 27945.6747 | 157244.0194 | 111927.7407 | 45316.2787 |
Total P&L (%) | 104.5588 | 76.6131 | 27.9457 | 157.244 | 111.9277 | 45.3163 |
Avg Daily Profit (%) | 1.2045 | 0.8825 | 0.3219 | 1.0944 | 0.8689 | 0.4315 |
Buy And Hold Return (%) | 51.3827 | 51.3827 | 51.3827 | 51.3827 | 51.3827 | 51.3827 |
Max Trade Drawdown | -13438 | -8078 | -12547 | -30271 | -17501 | -23070 |
Profit Factor | 2.1689 | 2.9827 | 1.55 | 1.8609 | 2.3871 | 1.4445 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 42.8571 | 47.3684 | 38.4615 | 42.8571 | 47.3684 | 38.4615 |
Ratio Avg Win / Avg Loss | 2.8919 | 3.3142 | 2.48 | 2.4813 | 2.6524 | 2.3112 |
Largest Winning Trade | 17967 | 17967 | 11658 | 33837 | 33837 | 21679 |
Largest Losing Trade | -6968 | -4265 | -6968 | -14913 | -9097 | -14913 |
Avg Bars in Trades | 320 | 353 | 288 | 320 | 353 | 288 |
Avg Bars in Winners | 551 | 566 | 533 | 551 | 566 | 533 |
Avg Bars in Losers | 147 | 162 | 135 | 147 | 162 | 135 |
Bars Traded | 24686 | 13429 | 11257 | 24686 | 13429 | 11257 |
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 | -40431 | 101716 | -160805 | -37522 | 313177 | -160513 |
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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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