Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111253.4144 | 84303.729 | 26949.6854 | 139852.0347 | 88170.2605 | 51681.7743 |
Total P&L (%) | 111.2534 | 84.3037 | 26.9497 | 139.852 | 88.1703 | 51.6818 |
Avg Daily Profit (%) | 1.2816 | 0.9711 | 0.3104 | 1.0129 | 0.7309 | 0.4811 |
Buy And Hold Return (%) | 48.0033 | 48.0033 | 48.0033 | 48.0033 | 48.0033 | 48.0033 |
Max Trade Drawdown | -34680 | -16538 | -35322 | -51329 | -42440 | -52026 |
Profit Factor | 1.9293 | 2.6931 | 1.3854 | 1.7226 | 1.9085 | 1.5357 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 80.7229 | 76.1905 | 85.3659 | 80.7229 | 76.1905 | 85.3659 |
Ratio Avg Win / Avg Loss | 0.4607 | 0.8416 | 0.2375 | 0.4114 | 0.5964 | 0.2633 |
Largest Winning Trade | 14296 | 14200 | 14296 | 21976 | 19543 | 21976 |
Largest Losing Trade | -34680 | -13206 | -34680 | -51329 | -34209 | -51329 |
Avg Bars in Trades | 296 | 322 | 269 | 296 | 322 | 269 |
Avg Bars in Winners | 207 | 205 | 210 | 207 | 205 | 210 |
Avg Bars in Losers | 667 | 699 | 613 | 667 | 699 | 613 |
Bars Traded | 24606 | 13559 | 11046 | 24606 | 13559 | 11046 |
Profit Streak | 5.1918 | 5.1918 | 17.5807 | 5.1918 | 5.1918 | 17.5807 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431910 | 354270 | -154132 | 466158 | 292478 | -127915 |
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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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