Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68369.6472 | 52695.8278 | 15673.8194 | 89404.0007 | 63871.2683 | 25532.7324 |
Total P&L (%) | 68.3696 | 52.6958 | 15.6738 | 89.404 | 63.8713 | 25.5327 |
Avg Daily Profit (%) | 0.7876 | 0.607 | 0.1806 | 0.7385 | 0.5706 | 0.2623 |
Buy And Hold Return (%) | 43.2765 | 43.2765 | 43.2765 | 43.2765 | 43.2765 | 43.2765 |
Max Trade Drawdown | -14032 | -15167 | -3771 | -23370 | -24922 | -6285 |
Profit Factor | 2.2132 | 2.3441 | 1.9138 | 1.9524 | 1.9526 | 1.952 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 58.2524 | 58.8235 | 57.6923 | 58.2524 | 58.8235 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.5861 | 1.6409 | 1.4035 | 1.3992 | 1.3668 | 1.4315 |
Largest Winning Trade | 15618 | 15618 | 4651 | 17236 | 17236 | 7785 |
Largest Losing Trade | -8104 | -8104 | -2315 | -13579 | -13579 | -3883 |
Avg Bars in Trades | 224 | 410 | 41 | 224 | 410 | 41 |
Avg Bars in Winners | 196 | 354 | 38 | 196 | 354 | 38 |
Avg Bars in Losers | 262 | 490 | 45 | 262 | 490 | 45 |
Bars Traded | 23104 | 20942 | 2162 | 23104 | 20942 | 2162 |
Profit Streak | 5.3764 | 5.3764 | 12.4354 | 5.3764 | 5.3764 | 12.4354 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293850 | -262648 | -334612 | 337276 | -184486 | -334117 |
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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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