Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194578.9894 | 93311.0647 | 101267.9247 | 158635.8504 | 115518.7629 | 43117.0875 |
Total P&L (%) | 194.579 | 93.3111 | 101.2679 | 158.6359 | 115.5188 | 43.1171 |
Avg Daily Profit (%) | 0.2099 | 0.1007 | 0.1093 | 0.1026 | 0.0829 | 0.0387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76055 | -82514 | -73861 | -110476 | -84203 | -115173 |
Profit Factor | 1.2851 | 1.2729 | 1.2975 | 1.1636 | 1.2561 | 1.0831 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 52.193 | 50 | 54.386 | 52.193 | 50 | 54.386 |
Ratio Avg Win / Avg Loss | 1.1771 | 1.2729 | 1.0882 | 1.0658 | 1.2561 | 0.9084 |
Largest Winning Trade | 47626 | 47626 | 22033 | 66269 | 66269 | 31564 |
Largest Losing Trade | -32239 | -20417 | -32239 | -51762 | -30961 | -51762 |
Avg Bars in Trades | 96 | 106 | 86 | 96 | 106 | 86 |
Avg Bars in Winners | 104 | 118 | 91 | 104 | 118 | 91 |
Avg Bars in Losers | 87 | 95 | 79 | 87 | 95 | 79 |
Bars Traded | 21985 | 12166 | 9819 | 21985 | 12166 | 9819 |
Profit Streak | 15.1167 | 15.1167 | 22.5751 | 15.1167 | 15.1167 | 22.5751 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368951 | -58324 | -45703 | -94102 | -82149 | -272606 |
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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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