Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50621.9282 | 34161.4158 | 16460.5124 | 54647.5037 | 34024.587 | 20622.9167 |
Total P&L (%) | 50.6219 | 34.1614 | 16.4605 | 54.6475 | 34.0246 | 20.6229 |
Avg Daily Profit (%) | 0.5831 | 0.3935 | 0.1896 | 0.5035 | 0.3379 | 0.2162 |
Buy And Hold Return (%) | 12.0571 | 12.0571 | 12.0571 | 12.0571 | 12.0571 | 12.0571 |
Max Trade Drawdown | -15366 | -12481 | -20541 | -21608 | -18034 | -24993 |
Profit Factor | 1.5685 | 1.8232 | 1.3463 | 1.4573 | 1.6047 | 1.3261 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 47.6744 | 48.8372 | 46.5116 | 47.6744 | 48.8372 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.7216 | 1.91 | 1.5482 | 1.5995 | 1.6812 | 1.525 |
Largest Winning Trade | 16337 | 16337 | 10129 | 18222 | 18222 | 13375 |
Largest Losing Trade | -7906 | -5979 | -7906 | -10743 | -7468 | -10743 |
Avg Bars in Trades | 285 | 286 | 284 | 285 | 286 | 284 |
Avg Bars in Winners | 385 | 376 | 395 | 385 | 376 | 395 |
Avg Bars in Losers | 194 | 201 | 187 | 194 | 201 | 187 |
Bars Traded | 24558 | 12333 | 12225 | 24558 | 12333 | 12225 |
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 | 326330 | 256565 | -46398 | 288032 | 223918 | -2957 |
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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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