Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127293.8139 | 71345.7505 | 55948.0634 | 201251.0121 | 121165.7302 | 80085.2819 |
Total P&L (%) | 127.2938 | 71.3458 | 55.9481 | 201.251 | 121.1657 | 80.0853 |
Avg Daily Profit (%) | 0.4888 | 0.274 | 0.2148 | 0.4244 | 0.3053 | 0.2261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42089 | -23554 | -22434 | -44661 | -30748 | -39600 |
Profit Factor | 1.6181 | 1.6143 | 1.6229 | 1.5957 | 1.6764 | 1.5046 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 71.134 | 71.134 | 71.134 | 71.134 | 71.134 | 71.134 |
Ratio Avg Win / Avg Loss | 0.6566 | 0.6551 | 0.6586 | 0.6475 | 0.6803 | 0.6106 |
Largest Winning Trade | 10983 | 10983 | 6379 | 22732 | 22732 | 14423 |
Largest Losing Trade | -18056 | -18056 | -11939 | -39600 | -22485 | -39600 |
Avg Bars in Trades | 127 | 119 | 136 | 127 | 119 | 136 |
Avg Bars in Winners | 84 | 77 | 91 | 84 | 77 | 91 |
Avg Bars in Losers | 233 | 221 | 245 | 233 | 221 | 245 |
Bars Traded | 24764 | 11571 | 13193 | 24764 | 11571 | 13193 |
Profit Streak | 0.9873 | 9.7789 | 0.9873 | 0.9873 | 9.7789 | 0.9873 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364668 | 410479 | 196451 | 342638 | 424426 | 211068 |
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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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