Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105281.6449 | 83881.5116 | 21400.1332 | 161219.6514 | 127077.271 | 34142.3805 |
Total P&L (%) | 105.2816 | 83.8815 | 21.4001 | 161.2197 | 127.0773 | 34.1424 |
Avg Daily Profit (%) | 1.2128 | 0.9663 | 0.2465 | 1.1122 | 0.9492 | 0.3389 |
Buy And Hold Return (%) | 68.4845 | 68.4845 | 68.4845 | 68.4845 | 68.4845 | 68.4845 |
Max Trade Drawdown | -10290 | -10194 | -8962 | -20983 | -18051 | -15477 |
Profit Factor | 2.3607 | 3.3066 | 1.5219 | 2.1376 | 2.9528 | 1.4455 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Losing Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Profitability (%) | 54.5455 | 63.1579 | 46.1538 | 54.5455 | 63.1579 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.9672 | 1.9289 | 1.7755 | 1.7813 | 1.7225 | 1.6864 |
Largest Winning Trade | 18449 | 18449 | 9676 | 38982 | 38982 | 22596 |
Largest Losing Trade | -7349 | -6083 | -7349 | -14733 | -10655 | -14733 |
Avg Bars in Trades | 315 | 357 | 275 | 315 | 357 | 275 |
Avg Bars in Winners | 425 | 444 | 400 | 425 | 444 | 400 |
Avg Bars in Losers | 183 | 208 | 167 | 183 | 208 | 167 |
Bars Traded | 24322 | 13589 | 10733 | 24322 | 13589 | 10733 |
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 | -40004 | -76844 | -158630 | -35077 | 375771 | -158307 |
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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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