Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53901.9817 | 35449.6902 | 18452.2915 | 65085.6996 | 43413.8217 | 21671.878 |
Total P&L (%) | 53.902 | 35.4497 | 18.4523 | 65.0857 | 43.4138 | 21.6719 |
Avg Daily Profit (%) | 1.035 | 0.6807 | 0.3543 | 0.9672 | 0.6947 | 0.3774 |
Buy And Hold Return (%) | 12.4358 | 12.4358 | 12.4358 | 12.4358 | 12.4358 | 12.4358 |
Max Trade Drawdown | -12618 | -10669 | -12605 | -13772 | -10173 | -11957 |
Profit Factor | 1.5545 | 1.8041 | 1.3474 | 1.5974 | 1.9052 | 1.3554 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 55.1724 | 57.4713 | 52.8736 | 55.1724 | 57.4713 | 52.8736 |
Ratio Avg Win / Avg Loss | 1.2631 | 1.3351 | 1.2009 | 1.2979 | 1.4098 | 1.208 |
Largest Winning Trade | 12385 | 12385 | 6184 | 13923 | 13923 | 8525 |
Largest Losing Trade | -6226 | -6226 | -5247 | -8430 | -6562 | -8430 |
Avg Bars in Trades | 140 | 121 | 159 | 140 | 121 | 159 |
Avg Bars in Winners | 141 | 130 | 154 | 141 | 130 | 154 |
Avg Bars in Losers | 139 | 110 | 165 | 139 | 110 | 165 |
Bars Traded | 24483 | 10598 | 13885 | 24483 | 10598 | 13885 |
Profit Streak | 0 | 1.1136 | 0 | 0 | 1.1136 | 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 | 438935 | 235234 | -7953 | 473155 | 267071 | -1051 |
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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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