Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89809.7604 | 72321.8923 | 17487.8681 | 91197.6681 | 103123.0555 | -11925.3874 |
Total P&L (%) | 89.8098 | 72.3219 | 17.4879 | 91.1977 | 103.1231 | -11.9254 |
Avg Daily Profit (%) | 0.3449 | 0.2777 | 0.0672 | 0.2492 | 0.2725 | -0.0488 |
Buy And Hold Return (%) | 42.2518 | 42.2518 | 42.2518 | 42.2518 | 42.2518 | 42.2518 |
Max Trade Drawdown | -48497 | -18351 | -43296 | -104135 | -18554 | -97112 |
Profit Factor | 1.7483 | 2.7711 | 1.2209 | 1.4413 | 2.8899 | 0.9216 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 70.9677 | 70.9677 | 70.9677 | 70.9677 | 70.9677 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.7152 | 1.1336 | 0.4994 | 0.5896 | 1.1822 | 0.377 |
Largest Winning Trade | 19695 | 19452 | 19695 | 33237 | 33237 | 28114 |
Largest Losing Trade | -38292 | -17489 | -38292 | -86838 | -17701 | -86838 |
Avg Bars in Trades | 390 | 399 | 382 | 390 | 399 | 382 |
Avg Bars in Winners | 275 | 296 | 254 | 275 | 296 | 254 |
Avg Bars in Losers | 673 | 649 | 696 | 673 | 649 | 696 |
Bars Traded | 24234 | 12374 | 11860 | 24234 | 12374 | 11860 |
Profit Streak | 20.1061 | 20.1061 | 37.0749 | 20.1061 | 20.1061 | 37.0749 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152223 | 230536 | -268294 | -154078 | 412134 | -577959 |
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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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