Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103711.9734 | 62120.1528 | 41591.8205 | 100137.7432 | 77124.8973 | 23012.846 |
Total P&L (%) | 103.712 | 62.1202 | 41.5918 | 100.1377 | 77.1249 | 23.0128 |
Avg Daily Profit (%) | 0.3982 | 0.2385 | 0.1597 | 0.2668 | 0.2198 | 0.0796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43723 | -39480 | -37941 | -66967 | -41041 | -75752 |
Profit Factor | 1.3069 | 1.3466 | 1.2621 | 1.1763 | 1.2699 | 1.0815 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 55.7789 | 56 | 55.5556 | 55.7789 | 56 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.0361 | 1.0581 | 1.0097 | 0.9325 | 0.9978 | 0.8652 |
Largest Winning Trade | 25805 | 25805 | 18280 | 27164 | 27164 | 18886 |
Largest Losing Trade | -30918 | -30918 | -17724 | -30501 | -30501 | -30073 |
Avg Bars in Trades | 122 | 126 | 117 | 122 | 126 | 117 |
Avg Bars in Winners | 107 | 107 | 107 | 107 | 107 | 107 |
Avg Bars in Losers | 140 | 150 | 130 | 140 | 150 | 130 |
Bars Traded | 24342 | 12668 | 11674 | 24342 | 12668 | 11674 |
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 | 354135 | 247987 | 146973 | -19719 | 184238 | -225101 |
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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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