Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94104.047 | 53667.2183 | 40436.8287 | 64647.6434 | 74385.2228 | -9737.5794 |
Total P&L (%) | 94.104 | 53.6672 | 40.4368 | 64.6476 | 74.3852 | -9.7376 |
Avg Daily Profit (%) | 0.3614 | 0.2061 | 0.1553 | 0.1917 | 0.2138 | -0.0393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59197 | -41983 | -68155 | -119203 | -38991 | -134934 |
Profit Factor | 1.3029 | 1.3715 | 1.2433 | 1.143 | 1.4114 | 0.9641 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 58.3851 | 56.7901 | 60 | 58.3851 | 56.7901 | 60 |
Ratio Avg Win / Avg Loss | 0.9287 | 1.0435 | 0.8289 | 0.8147 | 1.0739 | 0.6427 |
Largest Winning Trade | 19138 | 15304 | 19138 | 19499 | 18688 | 19499 |
Largest Losing Trade | -46973 | -28192 | -46973 | -88824 | -27846 | -88824 |
Avg Bars in Trades | 152 | 155 | 149 | 152 | 155 | 149 |
Avg Bars in Winners | 123 | 131 | 115 | 123 | 131 | 115 |
Avg Bars in Losers | 193 | 187 | 199 | 193 | 187 | 199 |
Bars Traded | 24547 | 12613 | 11934 | 24547 | 12613 | 11934 |
Profit Streak | 4.4081 | 5.7623 | 4.4081 | 4.4081 | 5.7623 | 4.4081 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325016 | -4195 | -15992 | -56062 | -2796 | -599896 |
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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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