Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101234.9788 | 58452.4729 | 42782.5059 | 105411.619 | 49105.9985 | 56305.6205 |
Total P&L (%) | 101.235 | 58.4525 | 42.7825 | 105.4116 | 49.106 | 56.3056 |
Avg Daily Profit (%) | 0.3887 | 0.2245 | 0.1643 | 0.2768 | 0.1535 | 0.1717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56267 | -39999 | -38221 | -59353 | -45705 | -39390 |
Profit Factor | 1.6077 | 1.8975 | 1.4217 | 1.5167 | 1.6108 | 1.4554 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 43.5644 | 38 | 49.0196 | 43.5644 | 38 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.0827 | 3.0959 | 1.4786 | 1.9648 | 2.6282 | 1.5137 |
Largest Winning Trade | 71408 | 71408 | 14121 | 67796 | 67796 | 24240 |
Largest Losing Trade | -12041 | -7914 | -12041 | -14971 | -8655 | -14971 |
Avg Bars in Trades | 245 | 90 | 397 | 245 | 90 | 397 |
Avg Bars in Winners | 394 | 127 | 596 | 394 | 127 | 596 |
Avg Bars in Losers | 130 | 67 | 204 | 130 | 67 | 204 |
Bars Traded | 24767 | 4515 | 20252 | 24767 | 4515 | 20252 |
Profit Streak | 0 | 10.6684 | 0 | 0 | 10.6684 | 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 | 311329 | -174806 | -175663 | 258018 | -176609 | -173221 |
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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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