Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87820.2483 | 71573.9381 | 16246.3101 | 80343.3184 | 53229.9389 | 27113.3794 |
Total P&L (%) | 87.8202 | 71.5739 | 16.2463 | 80.3433 | 53.2299 | 27.1134 |
Avg Daily Profit (%) | 1.6863 | 1.3743 | 0.3119 | 1.1387 | 0.8228 | 0.4617 |
Buy And Hold Return (%) | 29.8202 | 29.8202 | 29.8202 | 29.8202 | 29.8202 | 29.8202 |
Max Trade Drawdown | -43907 | -32692 | -17278 | -97299 | -69263 | -39153 |
Profit Factor | 1.4674 | 1.7771 | 1.1696 | 1.2241 | 1.2897 | 1.1551 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 41.1043 | 34.5679 | 47.561 | 41.1043 | 34.5679 | 47.561 |
Ratio Avg Win / Avg Loss | 2.1025 | 3.3638 | 1.2896 | 1.7539 | 2.4412 | 1.2735 |
Largest Winning Trade | 53352 | 53352 | 15838 | 64428 | 64428 | 31245 |
Largest Losing Trade | -14281 | -8171 | -14281 | -20303 | -20303 | -20119 |
Avg Bars in Trades | 151 | 125 | 176 | 151 | 125 | 176 |
Avg Bars in Winners | 224 | 185 | 252 | 224 | 185 | 252 |
Avg Bars in Losers | 100 | 93 | 108 | 100 | 93 | 108 |
Bars Traded | 24655 | 10154 | 14501 | 24655 | 10154 | 14501 |
Profit Streak | 12.5942 | 13.5671 | 12.5942 | 12.5942 | 13.5671 | 12.5942 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323890 | -6120 | -198009 | 245221 | -12937 | -212723 |
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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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