Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164371.5432 | 77700.6122 | 86670.931 | 283577.2284 | 170956.7277 | 112620.5007 |
Total P&L (%) | 164.3715 | 77.7006 | 86.6709 | 283.5772 | 170.9567 | 112.6205 |
Avg Daily Profit (%) | 0.6312 | 0.2984 | 0.3328 | 0.5176 | 0.3835 | 0.2901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46439 | -51937 | -20819 | -54510 | -41018 | -34426 |
Profit Factor | 1.5331 | 1.4561 | 1.6282 | 1.6757 | 1.7769 | 1.5641 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 148 | 75 | 73 | 148 | 75 | 73 |
Profitability (%) | 38.0753 | 37.5 | 38.6555 | 38.0753 | 37.5 | 38.6555 |
Ratio Avg Win / Avg Loss | 2.4934 | 2.4269 | 2.5839 | 2.7253 | 2.9616 | 2.4821 |
Largest Winning Trade | 36517 | 36517 | 18805 | 52008 | 52008 | 29405 |
Largest Losing Trade | -10207 | -10207 | -5658 | -17466 | -10394 | -17466 |
Avg Bars in Trades | 103 | 104 | 102 | 103 | 104 | 102 |
Avg Bars in Winners | 185 | 187 | 183 | 185 | 187 | 183 |
Avg Bars in Losers | 52 | 54 | 51 | 52 | 54 | 51 |
Bars Traded | 24706 | 12507 | 12199 | 24706 | 12507 | 12199 |
Profit Streak | 0 | 0 | 6.3897 | 0 | 0 | 6.3897 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329175 | 148281 | 233471 | 314186 | 218418 | 210457 |
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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) |
---|