Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92395.8947 | 21751.1986 | 70644.6962 | 107808.9268 | 26239.713 | 81569.2138 |
Total P&L (%) | 92.3959 | 21.7512 | 70.6447 | 107.8089 | 26.2397 | 81.5692 |
Avg Daily Profit (%) | 0.3548 | 0.0835 | 0.2713 | 0.2813 | 0.0895 | 0.2293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33217 | -36924 | -17841 | -33768 | -36734 | -23693 |
Profit Factor | 1.3791 | 1.1491 | 1.7222 | 1.3327 | 1.1408 | 1.5926 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 67.7596 | 64.8352 | 70.6522 | 67.7596 | 64.8352 | 70.6522 |
Ratio Avg Win / Avg Loss | 0.6562 | 0.6232 | 0.7154 | 0.6341 | 0.6187 | 0.6615 |
Largest Winning Trade | 12248 | 12248 | 9421 | 13722 | 13722 | 12564 |
Largest Losing Trade | -22977 | -22977 | -14138 | -22387 | -22387 | -19649 |
Avg Bars in Trades | 133 | 140 | 125 | 133 | 140 | 125 |
Avg Bars in Winners | 76 | 71 | 81 | 76 | 71 | 81 |
Avg Bars in Losers | 251 | 267 | 231 | 251 | 267 | 231 |
Bars Traded | 24361 | 12776 | 11585 | 24361 | 12776 | 11585 |
Profit Streak | 5.7248 | 0 | 13.204 | 5.7248 | 0 | 13.204 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374833 | -144864 | 412921 | 342009 | -143704 | 389890 |
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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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