Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180548.7569 | 130678.2546 | 49870.5023 | 288173.2882 | 155037.0761 | 133136.212 |
Total P&L (%) | 180.5488 | 130.6783 | 49.8705 | 288.1733 | 155.0371 | 133.1362 |
Avg Daily Profit (%) | 2.0798 | 1.5053 | 0.5745 | 1.5746 | 1.0843 | 0.9798 |
Buy And Hold Return (%) | 44.8354 | 44.8354 | 44.8354 | 44.8354 | 44.8354 | 44.8354 |
Max Trade Drawdown | -29642 | -20570 | -11137 | -116813 | -80437 | -44551 |
Profit Factor | 2.7003 | 3.0354 | 2.1878 | 1.8731 | 1.764 | 2.0473 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 41.8919 | 40.5405 | 43.2432 | 41.8919 | 40.5405 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.7455 | 4.4519 | 2.8715 | 2.5982 | 2.5872 | 2.6871 |
Largest Winning Trade | 105884 | 105884 | 15905 | 150606 | 150606 | 52705 |
Largest Losing Trade | -7555 | -7555 | -5326 | -25407 | -25407 | -16558 |
Avg Bars in Trades | 334 | 317 | 351 | 334 | 317 | 351 |
Avg Bars in Winners | 545 | 536 | 554 | 545 | 536 | 554 |
Avg Bars in Losers | 182 | 167 | 196 | 182 | 167 | 196 |
Bars Traded | 24740 | 11735 | 13005 | 24740 | 11735 | 13005 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57063 | 372709 | -120423 | -57282 | 288608 | 327235 |
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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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