Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77374.7078 | 39511.9774 | 37862.7304 | 56111.1168 | 30784.1517 | 25326.9651 |
Total P&L (%) | 77.3747 | 39.512 | 37.8627 | 56.1111 | 30.7842 | 25.327 |
Avg Daily Profit (%) | 0.2971 | 0.1517 | 0.1454 | 0.1712 | 0.1031 | 0.0867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63273 | -24816 | -48964 | -107803 | -48002 | -94156 |
Profit Factor | 1.2165 | 1.238 | 1.1978 | 1.0935 | 1.1109 | 1.0785 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 166 | 82 | 84 | 166 | 82 | 84 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 66.4 | 65.6 | 67.2 | 66.4 | 65.6 | 67.2 |
Ratio Avg Win / Avg Loss | 0.6156 | 0.6492 | 0.5847 | 0.5533 | 0.5826 | 0.5264 |
Largest Winning Trade | 9053 | 8895 | 9053 | 13252 | 12586 | 13252 |
Largest Losing Trade | -39235 | -15056 | -39235 | -82145 | -26055 | -82145 |
Avg Bars in Trades | 98 | 96 | 100 | 98 | 96 | 100 |
Avg Bars in Winners | 60 | 57 | 62 | 60 | 57 | 62 |
Avg Bars in Losers | 174 | 171 | 178 | 174 | 171 | 178 |
Bars Traded | 24656 | 12097 | 12559 | 24656 | 12097 | 12559 |
Profit Streak | 0 | 3.639 | 0 | 0 | 3.639 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302269 | 101943 | -5328 | -110869 | -158695 | -215937 |
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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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