Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72114.6624 | 28864.6417 | 43250.0207 | 99300.8344 | 40238.2567 | 59062.5778 |
Total P&L (%) | 72.1147 | 28.8646 | 43.25 | 99.3008 | 40.2383 | 59.0626 |
Avg Daily Profit (%) | 1.3847 | 0.5542 | 0.8305 | 1.333 | 0.6514 | 0.8952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9776 | -13496 | -8271 | -18983 | -20289 | -16268 |
Profit Factor | 2.3171 | 1.9436 | 2.7899 | 2.09 | 1.816 | 2.4133 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 73.2558 | 72.093 | 74.4186 | 73.2558 | 72.093 | 74.4186 |
Ratio Avg Win / Avg Loss | 0.8459 | 0.7524 | 0.959 | 0.763 | 0.703 | 0.8296 |
Largest Winning Trade | 5809 | 5093 | 5809 | 8305 | 7291 | 8305 |
Largest Losing Trade | -8271 | -8173 | -8271 | -16268 | -12088 | -16268 |
Avg Bars in Trades | 269 | 290 | 249 | 269 | 290 | 249 |
Avg Bars in Winners | 144 | 165 | 124 | 144 | 165 | 124 |
Avg Bars in Losers | 612 | 611 | 613 | 612 | 611 | 613 |
Bars Traded | 23218 | 12470 | 10748 | 23218 | 12470 | 10748 |
Profit Streak | 0 | 11.3545 | 0 | 0 | 11.3545 | 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 | 588833 | 354343 | 523748 | 571440 | 411780 | 542957 |
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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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