Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102296.7655 | 73882.3372 | 28414.4283 | 108249.8624 | 99842.4123 | 8407.4501 |
Total P&L (%) | 102.2968 | 73.8823 | 28.4144 | 108.2499 | 99.8424 | 8.4075 |
Avg Daily Profit (%) | 0.3928 | 0.2837 | 0.1091 | 0.2821 | 0.2662 | 0.031 |
Buy And Hold Return (%) | 10.1199 | 10.1199 | 10.1199 | 10.1199 | 10.1199 | 10.1199 |
Max Trade Drawdown | -35744 | -34758 | -29771 | -56876 | -45862 | -64487 |
Profit Factor | 1.3715 | 1.4872 | 1.2297 | 1.2322 | 1.4031 | 1.0385 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 49.6644 | 48.6486 | 50.6667 | 49.6644 | 48.6486 | 50.6667 |
Ratio Avg Win / Avg Loss | 1.39 | 1.5698 | 1.1973 | 1.2489 | 1.481 | 1.0112 |
Largest Winning Trade | 39482 | 39482 | 17767 | 34015 | 34015 | 17050 |
Largest Losing Trade | -16066 | -14159 | -16066 | -24277 | -17864 | -24277 |
Avg Bars in Trades | 165 | 226 | 104 | 165 | 226 | 104 |
Avg Bars in Winners | 207 | 293 | 126 | 207 | 293 | 126 |
Avg Bars in Losers | 123 | 162 | 82 | 123 | 162 | 82 |
Bars Traded | 24589 | 16752 | 7837 | 24589 | 16752 | 7837 |
Profit Streak | 0 | 5.9426 | 0 | 0 | 5.9426 | 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 | 311684 | -55005 | -109221 | 246971 | -56779 | -553712 |
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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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