Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134781.0798 | 100565.4159 | 34215.6639 | 185636.8334 | 132755.2915 | 52881.5418 |
Total P&L (%) | 134.7811 | 100.5654 | 34.2157 | 185.6368 | 132.7553 | 52.8815 |
Avg Daily Profit (%) | 0.2588 | 0.1931 | 0.0657 | 0.2017 | 0.1623 | 0.0815 |
Buy And Hold Return (%) | 15.6034 | 15.6034 | 15.6034 | 15.6034 | 15.6034 | 15.6034 |
Max Trade Drawdown | -66851 | -51019 | -25426 | -59853 | -67283 | -22044 |
Profit Factor | 1.4554 | 1.4899 | 1.3775 | 1.5092 | 1.5225 | 1.4786 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 68.2028 | 67.5926 | 68.8073 | 68.2028 | 67.5926 | 68.8073 |
Ratio Avg Win / Avg Loss | 0.6786 | 0.7143 | 0.6245 | 0.7036 | 0.73 | 0.6703 |
Largest Winning Trade | 20136 | 20136 | 7087 | 20822 | 20822 | 9814 |
Largest Losing Trade | -20360 | -20360 | -12984 | -30151 | -30151 | -15833 |
Avg Bars in Trades | 111 | 196 | 27 | 111 | 196 | 27 |
Avg Bars in Winners | 58 | 101 | 17 | 58 | 101 | 17 |
Avg Bars in Losers | 224 | 395 | 47 | 224 | 395 | 47 |
Bars Traded | 24173 | 21229 | 2944 | 24173 | 21229 | 2944 |
Profit Streak | 24.7338 | 28.4838 | 24.7338 | 24.7338 | 28.4838 | 24.7338 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432062 | 349772 | -108301 | 426335 | 360818 | -83723 |
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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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