Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92036.8494 | 39123.6058 | 52913.2436 | 141773.6043 | 57521.9952 | 84251.6092 |
Total P&L (%) | 92.0368 | 39.1236 | 52.9132 | 141.7736 | 57.522 | 84.2516 |
Avg Daily Profit (%) | 1.7672 | 0.7512 | 1.016 | 1.7096 | 0.8763 | 1.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12884 | -13890 | -9076 | -22795 | -24521 | -14788 |
Profit Factor | 2.5489 | 2.2861 | 2.8247 | 2.3009 | 2.0053 | 2.6277 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 69.3878 | 67.3469 | 71.4286 | 69.3878 | 67.3469 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.1245 | 1.1084 | 1.1299 | 1.0151 | 0.9723 | 1.0511 |
Largest Winning Trade | 7348 | 6412 | 7348 | 12026 | 9948 | 12026 |
Largest Losing Trade | -6904 | -6888 | -6904 | -12626 | -12626 | -11368 |
Avg Bars in Trades | 236 | 248 | 224 | 236 | 248 | 224 |
Avg Bars in Winners | 150 | 151 | 149 | 150 | 151 | 149 |
Avg Bars in Losers | 432 | 449 | 412 | 432 | 449 | 412 |
Bars Traded | 23212 | 12196 | 11016 | 23212 | 12196 | 11016 |
Profit Streak | 0 | 11.3318 | 0 | 0 | 11.3318 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 659970 | 511074 | 608237 | 640938 | 501821 | 640692 |
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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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