Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127280.5279 | 64038.4395 | 63242.0884 | 214760.8204 | 103912.8899 | 110847.9304 |
Total P&L (%) | 127.2805 | 64.0384 | 63.2421 | 214.7608 | 103.9129 | 110.8479 |
Avg Daily Profit (%) | 0.4888 | 0.2459 | 0.2428 | 0.4413 | 0.274 | 0.2869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28458 | -28573 | -12358 | -34224 | -36854 | -27120 |
Profit Factor | 1.8475 | 1.7704 | 1.943 | 1.9213 | 1.7961 | 2.0805 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 76.3889 | 76.3889 | 76.3889 | 76.3889 | 76.3889 | 76.3889 |
Ratio Avg Win / Avg Loss | 0.571 | 0.5472 | 0.6006 | 0.5938 | 0.5552 | 0.6431 |
Largest Winning Trade | 13202 | 13202 | 7507 | 21099 | 21099 | 17791 |
Largest Losing Trade | -14268 | -14268 | -12358 | -27120 | -22658 | -27120 |
Avg Bars in Trades | 166 | 167 | 165 | 166 | 167 | 165 |
Avg Bars in Winners | 114 | 111 | 118 | 114 | 111 | 118 |
Avg Bars in Losers | 333 | 346 | 320 | 333 | 346 | 320 |
Bars Traded | 23976 | 12038 | 11938 | 23976 | 12038 | 11938 |
Profit Streak | 4.8617 | 8.5805 | 0 | 4.8617 | 8.5805 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507181 | -67837 | -68705 | 497700 | -67150 | -67613 |
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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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