Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166390.8783 | 96814.8732 | 69576.0051 | 219406.1508 | 138184.7443 | 81221.4064 |
Total P&L (%) | 166.3909 | 96.8149 | 69.576 | 219.4062 | 138.1847 | 81.2214 |
Avg Daily Profit (%) | 0.6389 | 0.3718 | 0.2672 | 0.4469 | 0.3338 | 0.2286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53421 | -50541 | -34495 | -60627 | -50316 | -37031 |
Profit Factor | 1.4838 | 1.7563 | 1.3223 | 1.498 | 1.8579 | 1.2906 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Profitability (%) | 43.125 | 46.25 | 40 | 43.125 | 46.25 | 40 |
Ratio Avg Win / Avg Loss | 1.957 | 2.0411 | 1.9834 | 1.9756 | 2.1592 | 1.9359 |
Largest Winning Trade | 59936 | 59936 | 21707 | 89567 | 89567 | 43551 |
Largest Losing Trade | -13597 | -9020 | -13597 | -36795 | -11417 | -36795 |
Avg Bars in Trades | 153 | 93 | 213 | 153 | 93 | 213 |
Avg Bars in Winners | 233 | 126 | 357 | 233 | 126 | 357 |
Avg Bars in Losers | 92 | 64 | 118 | 92 | 64 | 118 |
Bars Traded | 24552 | 7455 | 17097 | 24552 | 7455 | 17097 |
Profit Streak | 0 | 0 | 8.6298 | 0 | 0 | 8.6298 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376569 | -9892 | -14574 | 320600 | -10021 | -15069 |
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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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