Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86794.5251 | 58852.5459 | 27941.9792 | 103150.5261 | 69876.5565 | 33273.9696 |
Total P&L (%) | 86.7945 | 58.8525 | 27.942 | 103.1505 | 69.8766 | 33.274 |
Avg Daily Profit (%) | 0.9998 | 0.6779 | 0.3219 | 0.8198 | 0.6123 | 0.3314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45369 | -26687 | -23621 | -42839 | -24849 | -24737 |
Profit Factor | 1.4419 | 1.6479 | 1.2646 | 1.5423 | 1.8041 | 1.322 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Losing Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Profitability (%) | 43.7751 | 45.9677 | 41.6 | 43.7751 | 45.9677 | 41.6 |
Ratio Avg Win / Avg Loss | 1.8519 | 1.937 | 1.7753 | 1.9809 | 2.1207 | 1.8559 |
Largest Winning Trade | 35119 | 27410 | 35119 | 45000 | 45000 | 42671 |
Largest Losing Trade | -7653 | -7020 | -7653 | -9174 | -9174 | -8366 |
Avg Bars in Trades | 98 | 99 | 97 | 98 | 99 | 97 |
Avg Bars in Winners | 134 | 132 | 136 | 134 | 132 | 136 |
Avg Bars in Losers | 70 | 71 | 70 | 70 | 71 | 70 |
Bars Traded | 24563 | 12362 | 12201 | 24563 | 12362 | 12201 |
Profit Streak | 0 | 0.8507 | 0 | 0 | 0.8507 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429120 | 260486 | 32826 | 445580 | 277596 | 65453 |
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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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