Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151480.5542 | 108839.2463 | 42641.3079 | 254772.9675 | 157474.7069 | 97298.2606 |
Total P&L (%) | 151.4806 | 108.8392 | 42.6413 | 254.773 | 157.4747 | 97.2983 |
Avg Daily Profit (%) | 1.745 | 1.2538 | 0.4912 | 1.4694 | 1.0954 | 0.7859 |
Buy And Hold Return (%) | 51.2985 | 51.2985 | 51.2985 | 51.2985 | 51.2985 | 51.2985 |
Max Trade Drawdown | -11171 | -10731 | -7100 | -33139 | -33513 | -21962 |
Profit Factor | 3.3068 | 4.3622 | 2.2806 | 2.5623 | 2.9075 | 2.2083 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 40.3226 | 35.4839 | 45.1613 | 40.3226 | 35.4839 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.894 | 7.9313 | 2.7693 | 3.7922 | 5.2864 | 2.6815 |
Largest Winning Trade | 62883 | 62883 | 13882 | 108553 | 108553 | 39536 |
Largest Losing Trade | -5980 | -5980 | -4880 | -18114 | -18114 | -15025 |
Avg Bars in Trades | 398 | 379 | 417 | 398 | 379 | 417 |
Avg Bars in Winners | 757 | 801 | 723 | 757 | 801 | 723 |
Avg Bars in Losers | 155 | 146 | 165 | 155 | 146 | 165 |
Bars Traded | 24694 | 11749 | 12945 | 24694 | 11749 | 12945 |
Profit Streak | 4.9865 | 5.0733 | 4.9865 | 4.9865 | 5.0733 | 4.9865 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146576 | 269165 | -154211 | -146462 | 309322 | 219231 |
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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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