Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90697.3039 | 69884.1566 | 20813.1473 | 74268.0728 | 97880.5862 | -23612.5134 |
Total P&L (%) | 90.6973 | 69.8842 | 20.8131 | 74.2681 | 97.8806 | -23.6125 |
Avg Daily Profit (%) | 0.3483 | 0.2684 | 0.0799 | 0.2135 | 0.2624 | -0.1034 |
Buy And Hold Return (%) | 24.3757 | 24.3757 | 24.3757 | 24.3757 | 24.3757 | 24.3757 |
Max Trade Drawdown | -54924 | -21665 | -40256 | -148612 | -42163 | -119931 |
Profit Factor | 1.2815 | 1.465 | 1.121 | 1.1338 | 1.438 | 0.9288 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 68.8442 | 69.697 | 68 | 68.8442 | 69.697 | 68 |
Ratio Avg Win / Avg Loss | 0.5799 | 0.637 | 0.5275 | 0.5131 | 0.6252 | 0.4371 |
Largest Winning Trade | 15197 | 15197 | 12267 | 27588 | 14346 | 27588 |
Largest Losing Trade | -35942 | -19294 | -35942 | -109925 | -37692 | -109925 |
Avg Bars in Trades | 124 | 117 | 131 | 124 | 117 | 131 |
Avg Bars in Winners | 64 | 62 | 67 | 64 | 62 | 67 |
Avg Bars in Losers | 255 | 244 | 266 | 255 | 244 | 266 |
Bars Traded | 24749 | 11633 | 13116 | 24749 | 11633 | 13116 |
Profit Streak | 4.9611 | 4.9611 | 10.9611 | 4.9611 | 4.9611 | 10.9611 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301879 | 224195 | -339054 | -66687 | 253176 | -578755 |
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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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