Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154498.7901 | 36578.7162 | 117920.0739 | 159116.2386 | 55245.1709 | 103871.0677 |
Total P&L (%) | 154.4988 | 36.5787 | 117.9201 | 159.1162 | 55.2452 | 103.8711 |
Avg Daily Profit (%) | 0.2966 | 0.0702 | 0.2264 | 0.183 | 0.0845 | 0.1369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58956 | -47554 | -44094 | -61565 | -52165 | -88630 |
Profit Factor | 1.3475 | 1.2256 | 1.4174 | 1.2749 | 1.2835 | 1.2706 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 49.2147 | 44.7917 | 53.6842 | 49.2147 | 44.7917 | 53.6842 |
Ratio Avg Win / Avg Loss | 1.3905 | 1.5106 | 1.2229 | 1.3156 | 1.5819 | 1.0962 |
Largest Winning Trade | 26851 | 24873 | 26851 | 31702 | 31248 | 31702 |
Largest Losing Trade | -41192 | -9751 | -41192 | -41584 | -19754 | -41584 |
Avg Bars in Trades | 129 | 64 | 194 | 129 | 64 | 194 |
Avg Bars in Winners | 139 | 79 | 190 | 139 | 79 | 190 |
Avg Bars in Losers | 119 | 52 | 199 | 119 | 52 | 199 |
Bars Traded | 24691 | 6178 | 18513 | 24691 | 6178 | 18513 |
Profit Streak | 3.529 | 3.529 | 11.279 | 3.529 | 3.529 | 11.279 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314935 | -104496 | 336533 | 264008 | -83596 | -9723 |
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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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