Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133360.4863 | 35004.4263 | 98356.06 | 221044.9638 | 56756.1214 | 164288.8424 |
Total P&L (%) | 133.3605 | 35.0044 | 98.3561 | 221.045 | 56.7561 | 164.2888 |
Avg Daily Profit (%) | 0.5121 | 0.1344 | 0.3777 | 0.4489 | 0.1728 | 0.3739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46369 | -25854 | -29364 | -134607 | -71046 | -94999 |
Profit Factor | 1.6544 | 1.3599 | 1.9233 | 1.4201 | 1.2384 | 1.5701 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 63.5838 | 58.6207 | 68.6047 | 63.5838 | 58.6207 | 68.6047 |
Ratio Avg Win / Avg Loss | 0.9475 | 0.9599 | 0.8801 | 0.8133 | 0.8742 | 0.7185 |
Largest Winning Trade | 14451 | 9866 | 14451 | 23274 | 21387 | 23274 |
Largest Losing Trade | -17232 | -13524 | -17232 | -47842 | -25478 | -47842 |
Avg Bars in Trades | 138 | 87 | 190 | 138 | 87 | 190 |
Avg Bars in Winners | 100 | 59 | 135 | 100 | 59 | 135 |
Avg Bars in Losers | 205 | 127 | 309 | 205 | 127 | 309 |
Bars Traded | 23953 | 7611 | 16342 | 23953 | 7611 | 16342 |
Profit Streak | 0 | 0 | 14.7028 | 0 | 0 | 14.7028 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428960 | -18068 | 434069 | 366158 | 142088 | 403875 |
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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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