Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99847.6157 | 66015.7025 | 33831.9132 | 53890.0162 | 89238.96 | -35348.9437 |
Total P&L (%) | 99.8476 | 66.0157 | 33.8319 | 53.89 | 89.239 | -35.3489 |
Avg Daily Profit (%) | 0.3834 | 0.2535 | 0.1299 | 0.1657 | 0.2452 | -0.1673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83764 | -37023 | -81509 | -205709 | -40632 | -200874 |
Profit Factor | 1.3144 | 1.5201 | 1.1775 | 1.096 | 1.468 | 0.9046 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 124 | 57 | 67 | 124 | 57 | 67 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 65.9574 | 60.6383 | 71.2766 | 65.9574 | 60.6383 | 71.2766 |
Ratio Avg Win / Avg Loss | 0.6784 | 0.9867 | 0.4745 | 0.5657 | 0.9529 | 0.3645 |
Largest Winning Trade | 13318 | 12307 | 13318 | 21745 | 19615 | 21745 |
Largest Losing Trade | -55617 | -32180 | -55617 | -126014 | -35162 | -126014 |
Avg Bars in Trades | 131 | 128 | 134 | 131 | 128 | 134 |
Avg Bars in Winners | 74 | 72 | 76 | 74 | 72 | 76 |
Avg Bars in Losers | 241 | 214 | 277 | 241 | 214 | 277 |
Bars Traded | 24709 | 12090 | 12619 | 24709 | 12090 | 12619 |
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 | 336654 | 261189 | -47991 | -108648 | 256746 | -579440 |
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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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