Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121678.5898 | 86982.1855 | 34696.4043 | 126514.633 | 123938.6258 | 2576.0072 |
Total P&L (%) | 121.6786 | 86.9822 | 34.6964 | 126.5146 | 123.9386 | 2.576 |
Avg Daily Profit (%) | 0.4672 | 0.334 | 0.1332 | 0.3145 | 0.3101 | 0.0098 |
Buy And Hold Return (%) | 19.0802 | 19.0802 | 19.0802 | 19.0802 | 19.0802 | 19.0802 |
Max Trade Drawdown | -45008 | -31404 | -35169 | -141201 | -53585 | -118364 |
Profit Factor | 1.3015 | 1.4544 | 1.1635 | 1.1688 | 1.3761 | 1.0061 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Losing Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Profitability (%) | 57.3222 | 57.9832 | 56.6667 | 57.3222 | 57.9832 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.969 | 1.0539 | 0.8898 | 0.8702 | 0.9972 | 0.7694 |
Largest Winning Trade | 13690 | 12725 | 13690 | 29080 | 17744 | 29080 |
Largest Losing Trade | -35169 | -17804 | -35169 | -115923 | -42166 | -115923 |
Avg Bars in Trades | 102 | 100 | 103 | 102 | 100 | 103 |
Avg Bars in Winners | 93 | 86 | 99 | 93 | 86 | 99 |
Avg Bars in Losers | 114 | 120 | 108 | 114 | 120 | 108 |
Bars Traded | 24427 | 12014 | 12413 | 24427 | 12014 | 12413 |
Profit Streak | 4.0784 | 4.1513 | 4.0784 | 4.0784 | 4.1513 | 4.0784 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325259 | 266064 | -66475 | -27054 | 231479 | -561922 |
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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) |
---|