Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114852.6169 | 82589.4418 | 32263.1751 | 135971.8467 | 114890.6895 | 21081.1572 |
Total P&L (%) | 114.8526 | 82.5894 | 32.2632 | 135.9718 | 114.8907 | 21.0812 |
Avg Daily Profit (%) | 0.441 | 0.3171 | 0.1239 | 0.3302 | 0.2942 | 0.0735 |
Buy And Hold Return (%) | 23.5598 | 23.5598 | 23.5598 | 23.5598 | 23.5598 | 23.5598 |
Max Trade Drawdown | -59435 | -34829 | -36289 | -101748 | -41809 | -94129 |
Profit Factor | 1.5466 | 2.0299 | 1.2483 | 1.3807 | 1.8774 | 1.0932 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 74.2574 | 76.4706 | 72 | 74.2574 | 76.4706 | 72 |
Ratio Avg Win / Avg Loss | 0.5362 | 0.6246 | 0.4855 | 0.4787 | 0.5777 | 0.4251 |
Largest Winning Trade | 12053 | 10487 | 12053 | 19944 | 19944 | 19011 |
Largest Losing Trade | -32227 | -19458 | -32227 | -94129 | -29002 | -94129 |
Avg Bars in Trades | 242 | 245 | 240 | 242 | 245 | 240 |
Avg Bars in Winners | 143 | 153 | 132 | 143 | 153 | 132 |
Avg Bars in Losers | 529 | 544 | 516 | 529 | 544 | 516 |
Bars Traded | 24518 | 12503 | 12015 | 24518 | 12503 | 12015 |
Profit Streak | 2.9066 | 2.9066 | 10.9379 | 2.9066 | 2.9066 | 10.9379 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348711 | -172214 | -258324 | 300641 | -171486 | -558235 |
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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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