Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125108.4203 | 94122.5082 | 30985.9121 | 124006.8018 | 69439.6605 | 54567.1413 |
Total P&L (%) | 125.1084 | 94.1225 | 30.9859 | 124.0068 | 69.4397 | 54.5671 |
Avg Daily Profit (%) | 1.4412 | 1.0842 | 0.3569 | 0.9334 | 0.6093 | 0.5029 |
Buy And Hold Return (%) | 18.7171 | 18.7171 | 18.7171 | 18.7171 | 18.7171 | 18.7171 |
Max Trade Drawdown | -32977 | -21243 | -14986 | -71570 | -45364 | -31847 |
Profit Factor | 1.7804 | 2.114 | 1.4087 | 1.4514 | 1.4792 | 1.4204 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 38.9381 | 30.3571 | 47.3684 | 38.9381 | 30.3571 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.792 | 4.8499 | 1.5652 | 2.2761 | 3.3935 | 1.5782 |
Largest Winning Trade | 105308 | 105308 | 13373 | 99595 | 99595 | 25966 |
Largest Losing Trade | -7845 | -6279 | -7845 | -16837 | -11505 | -16837 |
Avg Bars in Trades | 217 | 205 | 230 | 217 | 205 | 230 |
Avg Bars in Winners | 366 | 380 | 356 | 366 | 380 | 356 |
Avg Bars in Losers | 123 | 128 | 116 | 123 | 128 | 116 |
Bars Traded | 24602 | 11484 | 13118 | 24602 | 11484 | 13118 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378845 | -174216 | -181389 | 316342 | -178989 | -174071 |
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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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