Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141227.3642 | 60945.5045 | 80281.8597 | 198133.3476 | 132770.9672 | 65362.3804 |
Total P&L (%) | 141.2274 | 60.9455 | 80.2819 | 198.1333 | 132.771 | 65.3624 |
Avg Daily Profit (%) | 0.5423 | 0.234 | 0.3083 | 0.4203 | 0.325 | 0.1933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33060 | -42474 | -35943 | -107207 | -50970 | -121831 |
Profit Factor | 1.5063 | 1.4718 | 1.5361 | 1.341 | 1.5533 | 1.1916 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 47.5 | 44 | 51 | 47.5 | 44 | 51 |
Ratio Avg Win / Avg Loss | 1.6649 | 1.8733 | 1.4758 | 1.4822 | 1.977 | 1.1449 |
Largest Winning Trade | 47440 | 47440 | 22785 | 61201 | 61201 | 37354 |
Largest Losing Trade | -14551 | -9005 | -14551 | -51353 | -17531 | -51353 |
Avg Bars in Trades | 122 | 118 | 126 | 122 | 118 | 126 |
Avg Bars in Winners | 175 | 167 | 182 | 175 | 167 | 182 |
Avg Bars in Losers | 74 | 79 | 68 | 74 | 79 | 68 |
Bars Traded | 24485 | 11836 | 12649 | 24485 | 11836 | 12649 |
Profit Streak | 7.5339 | 0 | 9.1902 | 7.5339 | 0 | 9.1902 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444983 | 199331 | 330722 | 331084 | 266969 | -3373 |
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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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