Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56798.8103 | 38528.7798 | 18270.0305 | 62631.9067 | 40224.3437 | 22407.5629 |
Total P&L (%) | 56.7988 | 38.5288 | 18.27 | 62.6319 | 40.2243 | 22.4076 |
Avg Daily Profit (%) | 0.6543 | 0.4438 | 0.2105 | 0.5618 | 0.3902 | 0.2332 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26374 | -17749 | -15735 | -46632 | -26388 | -26482 |
Profit Factor | 1.5113 | 1.6584 | 1.3476 | 1.3482 | 1.4249 | 1.263 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 47.6563 | 50 | 45.3125 | 47.6563 | 50 | 45.3125 |
Ratio Avg Win / Avg Loss | 1.6599 | 1.6584 | 1.6264 | 1.4808 | 1.4249 | 1.5243 |
Largest Winning Trade | 20577 | 20577 | 11935 | 23362 | 23362 | 18130 |
Largest Losing Trade | -6550 | -5384 | -6550 | -11634 | -8846 | -11634 |
Avg Bars in Trades | 189 | 207 | 170 | 189 | 207 | 170 |
Avg Bars in Winners | 284 | 315 | 250 | 284 | 315 | 250 |
Avg Bars in Losers | 102 | 100 | 104 | 102 | 100 | 104 |
Bars Traded | 24233 | 13301 | 10932 | 24233 | 13301 | 10932 |
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 | 381284 | -130633 | -142073 | 290936 | -133235 | -139638 |
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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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