Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125199.8776 | 42083.0033 | 83116.8743 | 134205.4388 | 65129.9476 | 69075.4911 |
Total P&L (%) | 125.1999 | 42.083 | 83.1169 | 134.2054 | 65.1299 | 69.0755 |
Avg Daily Profit (%) | 0.4808 | 0.1616 | 0.3192 | 0.3273 | 0.1928 | 0.2019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46096 | -36505 | -38929 | -92890 | -72753 | -84223 |
Profit Factor | 1.2642 | 1.1788 | 1.3485 | 1.1501 | 1.1526 | 1.1477 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Profitability (%) | 47.5694 | 46.5278 | 48.6111 | 47.5694 | 46.5278 | 48.6111 |
Ratio Avg Win / Avg Loss | 1.3934 | 1.3547 | 1.4255 | 1.2676 | 1.3247 | 1.2133 |
Largest Winning Trade | 23328 | 19142 | 23328 | 33201 | 33201 | 31960 |
Largest Losing Trade | -25327 | -13056 | -25327 | -52337 | -19530 | -52337 |
Avg Bars in Trades | 85 | 87 | 83 | 85 | 87 | 83 |
Avg Bars in Winners | 121 | 128 | 114 | 121 | 128 | 114 |
Avg Bars in Losers | 53 | 51 | 54 | 53 | 51 | 54 |
Bars Traded | 24585 | 12574 | 12011 | 24585 | 12574 | 12011 |
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 | 325849 | -21528 | 248805 | -47588 | -48299 | -52595 |
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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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