Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153642.3497 | 105935.5967 | 47706.753 | 240249.2609 | 108767.604 | 131481.6569 |
Total P&L (%) | 153.6424 | 105.9356 | 47.7068 | 240.2493 | 108.7676 | 131.4817 |
Avg Daily Profit (%) | 2.9501 | 2.0341 | 0.916 | 2.3791 | 1.4233 | 1.6247 |
Buy And Hold Return (%) | 29.4968 | 29.4968 | 29.4968 | 29.4968 | 29.4968 | 29.4968 |
Max Trade Drawdown | -35662 | -27870 | -16233 | -132008 | -105311 | -41389 |
Profit Factor | 1.9103 | 2.2955 | 1.5484 | 1.5077 | 1.4497 | 1.5683 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 41.8079 | 36.3636 | 47.191 | 41.8079 | 36.3636 | 47.191 |
Ratio Avg Win / Avg Loss | 2.659 | 4.0171 | 1.7327 | 2.0986 | 2.537 | 1.755 |
Largest Winning Trade | 56658 | 56658 | 23125 | 86545 | 86545 | 54630 |
Largest Losing Trade | -12503 | -8379 | -12503 | -32512 | -30309 | -32512 |
Avg Bars in Trades | 139 | 118 | 160 | 139 | 118 | 160 |
Avg Bars in Winners | 198 | 172 | 218 | 198 | 172 | 218 |
Avg Bars in Losers | 96 | 86 | 108 | 96 | 86 | 108 |
Bars Traded | 24679 | 10388 | 14291 | 24679 | 10388 | 14291 |
Profit Streak | 0 | 8.0921 | 0 | 0 | 8.0921 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458391 | 309629 | 95661 | 441670 | 212239 | 396675 |
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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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