Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167549.1869 | 112457.4671 | 55091.7198 | 223699.6995 | 168912.6554 | 54787.0441 |
Total P&L (%) | 167.5492 | 112.4575 | 55.0917 | 223.6997 | 168.9127 | 54.787 |
Avg Daily Profit (%) | 1.9301 | 1.2954 | 0.6346 | 1.3623 | 1.146 | 0.5045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15418 | -11198 | -20492 | -36390 | -27107 | -22024 |
Profit Factor | 1.8849 | 2.1958 | 1.5781 | 1.9909 | 2.4582 | 1.4985 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Losing Trades | 153 | 72 | 81 | 153 | 72 | 81 |
Profitability (%) | 35.9833 | 39.4958 | 32.5 | 35.9833 | 39.4958 | 32.5 |
Ratio Avg Win / Avg Loss | 3.3534 | 3.3639 | 3.2775 | 3.542 | 3.7657 | 3.1122 |
Largest Winning Trade | 99251 | 99251 | 59097 | 179369 | 179369 | 67129 |
Largest Losing Trade | -3669 | -3517 | -3669 | -12382 | -12382 | -11211 |
Avg Bars in Trades | 103 | 107 | 99 | 103 | 107 | 99 |
Avg Bars in Winners | 196 | 185 | 208 | 196 | 185 | 208 |
Avg Bars in Losers | 51 | 56 | 47 | 51 | 56 | 47 |
Bars Traded | 24801 | 12840 | 11961 | 24801 | 12840 | 11961 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411810 | 409165 | 162949 | 391433 | 412722 | 94675 |
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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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