Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77634.4529 | 26974.6887 | 50659.7642 | 84638.8392 | 30743.3119 | 53895.5273 |
Total P&L (%) | 77.6345 | 26.9747 | 50.6598 | 84.6388 | 30.7433 | 53.8955 |
Avg Daily Profit (%) | 0.2981 | 0.1036 | 0.1945 | 0.2358 | 0.103 | 0.1657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30154 | -20755 | -24491 | -44891 | -21584 | -36158 |
Profit Factor | 1.4551 | 1.3103 | 1.6056 | 1.3563 | 1.2677 | 1.4393 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 68.5484 | 64.5161 | 72.5806 | 68.5484 | 64.5161 | 72.5806 |
Ratio Avg Win / Avg Loss | 0.6676 | 0.7207 | 0.6066 | 0.6223 | 0.6972 | 0.5437 |
Largest Winning Trade | 10078 | 8184 | 10078 | 12323 | 9287 | 12323 |
Largest Losing Trade | -22767 | -20755 | -22767 | -33276 | -21584 | -33276 |
Avg Bars in Trades | 196 | 203 | 188 | 196 | 203 | 188 |
Avg Bars in Winners | 129 | 126 | 132 | 129 | 126 | 132 |
Avg Bars in Losers | 341 | 344 | 338 | 341 | 344 | 338 |
Bars Traded | 24339 | 12634 | 11705 | 24339 | 12634 | 11705 |
Profit Streak | 12.2344 | 12.2553 | 12.2344 | 12.2344 | 12.2553 | 12.2344 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391336 | -211723 | -144532 | 350419 | -212437 | -145556 |
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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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