Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192352.5303 | 132559.6285 | 59792.9018 | 197118.506 | 158981.1173 | 38137.3887 |
Total P&L (%) | 192.3525 | 132.5596 | 59.7929 | 197.1185 | 158.9811 | 38.1374 |
Avg Daily Profit (%) | 2.2158 | 1.527 | 0.6888 | 1.2623 | 1.1022 | 0.3729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70260 | -39155 | -40013 | -61144 | -34694 | -33956 |
Profit Factor | 2.0301 | 2.3281 | 1.6879 | 2.2055 | 2.7831 | 1.5129 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Losing Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Profitability (%) | 43.8889 | 46.6667 | 41.1111 | 43.8889 | 46.6667 | 41.1111 |
Ratio Avg Win / Avg Loss | 2.5955 | 2.6607 | 2.4178 | 2.8197 | 3.1806 | 2.1671 |
Largest Winning Trade | 154526 | 154526 | 69078 | 180384 | 180384 | 47692 |
Largest Losing Trade | -7125 | -6286 | -7125 | -8437 | -5888 | -8437 |
Avg Bars in Trades | 137 | 137 | 136 | 137 | 137 | 136 |
Avg Bars in Winners | 154 | 154 | 154 | 154 | 154 | 154 |
Avg Bars in Losers | 123 | 123 | 124 | 123 | 123 | 124 |
Bars Traded | 24708 | 12404 | 12305 | 24708 | 12404 | 12305 |
Profit Streak | 0.5006 | 0.5006 | 1.1638 | 0.5006 | 0.5006 | 1.1638 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409609 | 389114 | 208634 | 391998 | 407445 | 24698 |
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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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