Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98697.6855 | 50362.9027 | 48334.7828 | 104836.5218 | 88205.684 | 16630.8378 |
Total P&L (%) | 98.6977 | 50.3629 | 48.3348 | 104.8365 | 88.2057 | 16.6308 |
Avg Daily Profit (%) | 0.379 | 0.1934 | 0.1856 | 0.2757 | 0.2431 | 0.0591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42809 | -34580 | -47727 | -86452 | -42623 | -114385 |
Profit Factor | 1.2843 | 1.3161 | 1.2574 | 1.1612 | 1.3137 | 1.045 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 51.6129 | 52.7778 | 50.4587 | 51.6129 | 52.7778 | 50.4587 |
Ratio Avg Win / Avg Loss | 1.2041 | 1.1776 | 1.2345 | 1.0886 | 1.1754 | 1.026 |
Largest Winning Trade | 22866 | 22866 | 14714 | 34148 | 34148 | 25764 |
Largest Losing Trade | -13946 | -13946 | -11747 | -26669 | -18852 | -26669 |
Avg Bars in Trades | 113 | 108 | 118 | 113 | 108 | 118 |
Avg Bars in Winners | 130 | 125 | 135 | 130 | 125 | 135 |
Avg Bars in Losers | 95 | 90 | 100 | 95 | 90 | 100 |
Bars Traded | 24692 | 11768 | 12924 | 24692 | 11768 | 12924 |
Profit Streak | 5.3357 | 6.1378 | 5.3357 | 5.3357 | 6.1378 | 5.3357 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369638 | 209912 | 178198 | -33803 | 271820 | -295014 |
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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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