Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58207.8814 | 38079.1217 | 20128.7597 | 63720.0742 | 28917.6643 | 34802.4099 |
Total P&L (%) | 58.2079 | 38.0791 | 20.1288 | 63.7201 | 28.9177 | 34.8024 |
Avg Daily Profit (%) | 0.6705 | 0.4386 | 0.2319 | 0.5695 | 0.293 | 0.3446 |
Buy And Hold Return (%) | 11.4216 | 11.4216 | 11.4216 | 11.4216 | 11.4216 | 11.4216 |
Max Trade Drawdown | -28168 | -18597 | -20691 | -42096 | -32824 | -29785 |
Profit Factor | 1.4194 | 1.5502 | 1.2893 | 1.3215 | 1.2656 | 1.3897 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 66.6667 | 68.9189 | 64.3836 | 66.6667 | 68.9189 | 64.3836 |
Ratio Avg Win / Avg Loss | 0.7097 | 0.6991 | 0.7133 | 0.6608 | 0.5708 | 0.7688 |
Largest Winning Trade | 13606 | 13606 | 5849 | 12560 | 12560 | 8029 |
Largest Losing Trade | -12073 | -11136 | -12073 | -19190 | -19190 | -16528 |
Avg Bars in Trades | 166 | 160 | 172 | 166 | 160 | 172 |
Avg Bars in Winners | 105 | 103 | 108 | 105 | 103 | 108 |
Avg Bars in Losers | 287 | 288 | 286 | 287 | 288 | 286 |
Bars Traded | 24473 | 11910 | 12563 | 24473 | 11910 | 12563 |
Profit Streak | 2.6372 | 2.6372 | 10.7483 | 2.6372 | 2.6372 | 10.7483 |
Trades During Streak | 6 | 3 | 8 | 6 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343026 | -57512 | -72261 | 301995 | -61209 | -65280 |
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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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