Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197499.7508 | 70051.0314 | 127448.7194 | 220190.8788 | 109619.0787 | 110571.8001 |
Total P&L (%) | 197.4998 | 70.051 | 127.4487 | 220.1909 | 109.6191 | 110.5718 |
Avg Daily Profit (%) | 0.2123 | 0.0753 | 0.137 | 0.1252 | 0.0796 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72706 | -68824 | -66596 | -100213 | -53496 | -89133 |
Profit Factor | 1.558 | 1.3974 | 1.7172 | 1.4897 | 1.5431 | 1.4462 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 56.2044 | 55.8824 | 56.5217 | 56.2044 | 55.8824 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.214 | 1.1032 | 1.3209 | 1.1608 | 1.2183 | 1.1125 |
Largest Winning Trade | 35307 | 35307 | 23457 | 63685 | 63685 | 37090 |
Largest Losing Trade | -50481 | -29576 | -50481 | -69516 | -27533 | -69516 |
Avg Bars in Trades | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Winners | 65 | 65 | 66 | 65 | 65 | 66 |
Avg Bars in Losers | 94 | 96 | 92 | 94 | 96 | 92 |
Bars Traded | 10739 | 5401 | 5338 | 10739 | 5401 | 5338 |
Profit Streak | 17.5786 | 17.5786 | 27.3286 | 17.5786 | 17.5786 | 27.3286 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433107 | -199555 | -107289 | -21983 | -192943 | -184367 |
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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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