Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160362.8021 | 118879.0174 | 41483.7847 | 261426.0933 | 215584.4583 | 45841.6349 |
Total P&L (%) | 160.3628 | 118.879 | 41.4838 | 261.4261 | 215.5845 | 45.8416 |
Avg Daily Profit (%) | 0.3079 | 0.2282 | 0.0796 | 0.247 | 0.2209 | 0.0725 |
Buy And Hold Return (%) | 62.4801 | 62.4801 | 62.4801 | 62.4801 | 62.4801 | 62.4801 |
Max Trade Drawdown | -57719 | -51238 | -21559 | -109201 | -94982 | -38663 |
Profit Factor | 1.7722 | 1.9435 | 1.508 | 1.7422 | 2.0445 | 1.3144 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 69.4737 | 72.3404 | 66.6667 | 69.4737 | 72.3404 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7787 | 0.7431 | 0.754 | 0.7655 | 0.7817 | 0.6572 |
Largest Winning Trade | 16210 | 16210 | 14596 | 34599 | 34599 | 22794 |
Largest Losing Trade | -32557 | -32557 | -12783 | -53000 | -53000 | -32273 |
Avg Bars in Trades | 258 | 401 | 119 | 258 | 401 | 119 |
Avg Bars in Winners | 173 | 250 | 91 | 173 | 250 | 91 |
Avg Bars in Losers | 452 | 794 | 174 | 452 | 794 | 174 |
Bars Traded | 24592 | 18860 | 5732 | 24592 | 18860 | 5732 |
Profit Streak | 0 | 39.6114 | 0 | 0 | 39.6114 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292192 | 185572 | -251016 | 323131 | 364104 | -261761 |
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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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