Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73125.1965 | 43081.5522 | 30043.6443 | 81303.2246 | 45640.3107 | 35662.914 |
Total P&L (%) | 73.1252 | 43.0816 | 30.0436 | 81.3032 | 45.6403 | 35.6629 |
Avg Daily Profit (%) | 0.8424 | 0.4963 | 0.3461 | 0.6878 | 0.434 | 0.352 |
Buy And Hold Return (%) | 11.5196 | 11.5196 | 11.5196 | 11.5196 | 11.5196 | 11.5196 |
Max Trade Drawdown | -26351 | -22815 | -29335 | -51334 | -47637 | -56843 |
Profit Factor | 1.6466 | 1.6775 | 1.607 | 1.3823 | 1.3804 | 1.3848 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 59.7938 | 55.102 | 64.5833 | 59.7938 | 55.102 | 64.5833 |
Ratio Avg Win / Avg Loss | 1.1072 | 1.3669 | 0.8813 | 0.9295 | 1.1248 | 0.7594 |
Largest Winning Trade | 24959 | 24959 | 8220 | 35808 | 35808 | 15292 |
Largest Losing Trade | -26351 | -13036 | -26351 | -51334 | -28566 | -51334 |
Avg Bars in Trades | 246 | 283 | 208 | 246 | 283 | 208 |
Avg Bars in Winners | 200 | 199 | 201 | 200 | 199 | 201 |
Avg Bars in Losers | 315 | 386 | 223 | 315 | 386 | 223 |
Bars Traded | 23909 | 13881 | 10028 | 23909 | 13881 | 10028 |
Profit Streak | 1.7551 | 1.8315 | 0 | 1.7551 | 1.8315 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419296 | 228690 | 205441 | 287956 | 162947 | 175030 |
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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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