Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42648.8885 | 1365.9943 | 41282.8942 | 41665.9651 | -1207.5822 | 42873.5472 |
Total P&L (%) | 42.6489 | 1.366 | 41.2829 | 41.666 | -1.2076 | 42.8735 |
Avg Daily Profit (%) | 0.4913 | 0.0157 | 0.4756 | 0.402 | -0.014 | 0.4118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22219 | -15636 | -12910 | -21027 | -16491 | -11670 |
Profit Factor | 1.4037 | 1.0248 | 1.8163 | 1.4157 | 0.9772 | 1.9049 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 56.25 | 54.1667 | 58.3333 | 56.25 | 54.1667 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0917 | 0.8671 | 1.2973 | 1.1011 | 0.8268 | 1.3606 |
Largest Winning Trade | 28290 | 8377 | 28290 | 31240 | 7112 | 31240 |
Largest Losing Trade | -8829 | -8526 | -8829 | -8052 | -8052 | -7834 |
Avg Bars in Trades | 252 | 251 | 252 | 252 | 251 | 252 |
Avg Bars in Winners | 199 | 164 | 232 | 199 | 164 | 232 |
Avg Bars in Losers | 319 | 354 | 281 | 319 | 354 | 281 |
Bars Traded | 24200 | 12064 | 12136 | 24200 | 12064 | 12136 |
Profit Streak | 5.0693 | 5.0693 | 9.229 | 5.0693 | 5.0693 | 9.229 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347453 | -532649 | 399554 | 319491 | -580911 | 391198 |
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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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