Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87596.5704 | 79320.4436 | 8276.1267 | 115054.0636 | 97181.8339 | 17872.2297 |
Total P&L (%) | 87.5966 | 79.3204 | 8.2761 | 115.0541 | 97.1818 | 17.8722 |
Avg Daily Profit (%) | 5.0459 | 4.5692 | 0.4767 | 4.5095 | 3.9885 | 0.9517 |
Buy And Hold Return (%) | 74.8447 | 74.8447 | 74.8447 | 74.8447 | 74.8447 | 74.8447 |
Max Trade Drawdown | -11153 | -12640 | -16083 | -18916 | -25228 | -15817 |
Profit Factor | 2.4813 | 4.3249 | 1.2346 | 2.3727 | 3.694 | 1.3743 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Losing Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Profitability (%) | 57.2816 | 68.6275 | 46.1538 | 57.2816 | 68.6275 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8505 | 1.9771 | 1.4404 | 1.7695 | 1.6887 | 1.6034 |
Largest Winning Trade | 39768 | 39768 | 17152 | 35804 | 35804 | 21583 |
Largest Losing Trade | -8000 | -8000 | -7203 | -16043 | -16043 | -11377 |
Avg Bars in Trades | 239 | 239 | 240 | 239 | 239 | 240 |
Avg Bars in Winners | 182 | 172 | 196 | 182 | 172 | 196 |
Avg Bars in Losers | 316 | 385 | 277 | 316 | 385 | 277 |
Bars Traded | 24684 | 12197 | 12487 | 24684 | 12197 | 12487 |
Profit Streak | 0 | 3.3671 | 0 | 0 | 3.3671 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93464 | -304039 | -339825 | 328443 | -230266 | -334965 |
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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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