Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104208.4751 | 81772.8938 | 22435.5813 | 154548.5643 | 120995.8442 | 33552.7201 |
Total P&L (%) | 104.2085 | 81.7729 | 22.4356 | 154.5486 | 120.9958 | 33.5527 |
Avg Daily Profit (%) | 1.2004 | 0.942 | 0.2584 | 1.0821 | 0.9176 | 0.3338 |
Buy And Hold Return (%) | 48.5293 | 48.5293 | 48.5293 | 48.5293 | 48.5293 | 48.5293 |
Max Trade Drawdown | -24863 | -15156 | -13597 | -57648 | -34142 | -32173 |
Profit Factor | 2.4514 | 3.5844 | 1.5587 | 2.0281 | 2.7969 | 1.4043 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.875 | 50 | 43.75 | 46.875 | 50 | 43.75 |
Ratio Avg Win / Avg Loss | 2.7782 | 3.5844 | 2.004 | 2.2985 | 2.7969 | 1.8056 |
Largest Winning Trade | 23527 | 23527 | 12951 | 37941 | 37941 | 21614 |
Largest Losing Trade | -6855 | -4868 | -6855 | -14217 | -11463 | -14217 |
Avg Bars in Trades | 373 | 412 | 335 | 373 | 412 | 335 |
Avg Bars in Winners | 600 | 639 | 556 | 600 | 639 | 556 |
Avg Bars in Losers | 173 | 185 | 163 | 173 | 185 | 163 |
Bars Traded | 23921 | 13192 | 10729 | 23921 | 13192 | 10729 |
Profit Streak | 4.7603 | 5.1596 | 4.7603 | 4.7603 | 5.1596 | 4.7603 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133413 | 364378 | -158799 | -131373 | 496517 | -159098 |
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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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