Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179060.0616 | 102145.4943 | 76914.5673 | 267304.7772 | 75368.5441 | 191936.2331 |
Total P&L (%) | 179.0601 | 102.1455 | 76.9146 | 267.3048 | 75.3685 | 191.9362 |
Avg Daily Profit (%) | 2.0627 | 1.1767 | 0.886 | 1.51 | 0.6492 | 1.2418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25496 | -23579 | -15075 | -91253 | -84057 | -43105 |
Profit Factor | 2.4124 | 2.4448 | 2.3716 | 1.7834 | 1.4028 | 2.2454 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 40 | 30 | 50 | 40 | 30 | 50 |
Ratio Avg Win / Avg Loss | 3.6186 | 5.7046 | 2.3716 | 2.6751 | 3.2732 | 2.2454 |
Largest Winning Trade | 107302 | 107302 | 19158 | 109788 | 109788 | 59055 |
Largest Losing Trade | -15075 | -6973 | -15075 | -43105 | -16205 | -43105 |
Avg Bars in Trades | 302 | 275 | 329 | 302 | 275 | 329 |
Avg Bars in Winners | 458 | 495 | 437 | 458 | 495 | 437 |
Avg Bars in Losers | 197 | 180 | 222 | 197 | 180 | 222 |
Bars Traded | 24187 | 11003 | 13184 | 24187 | 11003 | 13184 |
Profit Streak | 1.5286 | 0 | 5.7404 | 1.5286 | 0 | 5.7404 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13661 | 289390 | 612527 | -15354 | 129133 | 614883 |
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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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