Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81512.6575 | 61952.1375 | 19560.52 | 78320.5597 | 67469.752 | 10850.8077 |
Total P&L (%) | 81.5127 | 61.9521 | 19.5605 | 78.3206 | 67.4698 | 10.8508 |
Avg Daily Profit (%) | 0.313 | 0.2379 | 0.0751 | 0.2224 | 0.1982 | 0.0396 |
Buy And Hold Return (%) | 10.9057 | 10.9057 | 10.9057 | 10.9057 | 10.9057 | 10.9057 |
Max Trade Drawdown | -37077 | -43262 | -18551 | -46199 | -55145 | -33286 |
Profit Factor | 1.5042 | 1.5319 | 1.4328 | 1.3569 | 1.4427 | 1.1618 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 53.4091 | 52.2727 | 54.5455 | 53.4091 | 52.2727 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3122 | 1.3987 | 1.194 | 1.1837 | 1.3173 | 0.9682 |
Largest Winning Trade | 27589 | 27589 | 7214 | 29402 | 29402 | 8676 |
Largest Losing Trade | -19634 | -19634 | -6559 | -25242 | -25242 | -12013 |
Avg Bars in Trades | 277 | 501 | 53 | 277 | 501 | 53 |
Avg Bars in Winners | 337 | 643 | 43 | 337 | 643 | 43 |
Avg Bars in Losers | 209 | 346 | 65 | 209 | 346 | 65 |
Bars Traded | 24432 | 22087 | 2345 | 24432 | 22087 | 2345 |
Profit Streak | 4.3442 | 14.3338 | 0 | 4.3442 | 14.3338 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334830 | 309550 | -100775 | 274532 | 289861 | -350781 |
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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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