Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145634.3049 | 75983.4816 | 69650.8234 | 77596.669 | 18698.4683 | 58898.2008 |
Total P&L (%) | 145.6343 | 75.9835 | 69.6508 | 77.5967 | 18.6985 | 58.8982 |
Avg Daily Profit (%) | 0.2796 | 0.1459 | 0.1337 | 0.1103 | 0.0329 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105074 | -69292 | -45743 | -79846 | -60752 | -60276 |
Profit Factor | 1.4029 | 1.3931 | 1.414 | 1.1776 | 1.0827 | 1.2794 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 57.377 | 54.0984 | 60.6557 | 57.377 | 54.0984 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.0421 | 1.182 | 0.9172 | 0.8748 | 0.9187 | 0.8299 |
Largest Winning Trade | 113035 | 113035 | 33603 | 46147 | 46147 | 25541 |
Largest Losing Trade | -31956 | -22862 | -31956 | -40991 | -29613 | -40991 |
Avg Bars in Trades | 198 | 204 | 193 | 198 | 204 | 193 |
Avg Bars in Winners | 154 | 151 | 157 | 154 | 151 | 157 |
Avg Bars in Losers | 258 | 266 | 248 | 258 | 266 | 248 |
Bars Traded | 24260 | 12479 | 11781 | 24260 | 12479 | 11781 |
Profit Streak | 0 | 0 | 21.2148 | 0 | 0 | 21.2148 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350106 | -159352 | -175725 | -71797 | -449612 | -236966 |
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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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