Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143084.3866 | 86018.8681 | 57065.5185 | 190045.631 | 122841.7508 | 67203.8802 |
Total P&L (%) | 143.0844 | 86.0189 | 57.0655 | 190.0456 | 122.8418 | 67.2039 |
Avg Daily Profit (%) | 0.5494 | 0.3303 | 0.2191 | 0.4097 | 0.3082 | 0.1976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36409 | -29545 | -19098 | -50736 | -34777 | -40122 |
Profit Factor | 1.7812 | 1.8706 | 1.6765 | 1.5809 | 1.7203 | 1.4291 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.7812 | 1.9953 | 1.5717 | 1.5809 | 1.835 | 1.3398 |
Largest Winning Trade | 83151 | 83151 | 14843 | 126139 | 126139 | 25731 |
Largest Losing Trade | -13999 | -9815 | -13999 | -29316 | -15727 | -29316 |
Avg Bars in Trades | 197 | 185 | 208 | 197 | 185 | 208 |
Avg Bars in Winners | 260 | 236 | 283 | 260 | 236 | 283 |
Avg Bars in Losers | 134 | 138 | 129 | 134 | 138 | 129 |
Bars Traded | 24451 | 11499 | 12952 | 24451 | 11499 | 12952 |
Profit Streak | 0 | 6.1717 | 0 | 0 | 6.1717 | 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 | 465088 | -143222 | -145268 | 405315 | -143702 | -147080 |
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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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