Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49041.8419 | 29978.5863 | 19063.2556 | 53359.3066 | 29040.6702 | 24318.6364 |
Total P&L (%) | 49.0418 | 29.9786 | 19.0633 | 53.3593 | 29.0407 | 24.3186 |
Avg Daily Profit (%) | 0.5649 | 0.3453 | 0.2196 | 0.4938 | 0.2941 | 0.2511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18954 | -17495 | -16278 | -22523 | -24583 | -19668 |
Profit Factor | 1.5889 | 1.6934 | 1.4761 | 1.5051 | 1.5179 | 1.4905 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 48.2759 | 47.7273 | 48.8372 | 48.2759 | 47.7273 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.7024 | 1.8546 | 1.5464 | 1.6126 | 1.6625 | 1.5615 |
Largest Winning Trade | 17513 | 17513 | 7744 | 20197 | 20197 | 8373 |
Largest Losing Trade | -10467 | -6787 | -10467 | -12790 | -10093 | -12790 |
Avg Bars in Trades | 283 | 277 | 288 | 283 | 277 | 288 |
Avg Bars in Winners | 299 | 265 | 332 | 299 | 265 | 332 |
Avg Bars in Losers | 268 | 289 | 246 | 268 | 289 | 246 |
Bars Traded | 24646 | 12221 | 12425 | 24646 | 12221 | 12425 |
Profit Streak | 5.1766 | 5.1766 | 5.5481 | 5.1766 | 5.1766 | 5.5481 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417608 | 280535 | 64603 | 388406 | 237231 | 203595 |
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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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