Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79275.2797 | 37383.8155 | 41891.4643 | 87773.0323 | 36499.6102 | 51273.4221 |
Total P&L (%) | 79.2753 | 37.3838 | 41.8915 | 87.773 | 36.4996 | 51.2734 |
Avg Daily Profit (%) | 0.1727 | 0.0814 | 0.0913 | 0.1373 | 0.0678 | 0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34686 | -17827 | -24775 | -40541 | -21690 | -26708 |
Profit Factor | 1.5901 | 1.6097 | 1.5736 | 1.5977 | 1.4988 | 1.6959 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 68.9394 | 68.1818 | 69.697 | 68.9394 | 68.1818 | 69.697 |
Ratio Avg Win / Avg Loss | 0.7164 | 0.7512 | 0.6842 | 0.7198 | 0.6994 | 0.7374 |
Largest Winning Trade | 33916 | 23608 | 33916 | 39733 | 37037 | 39733 |
Largest Losing Trade | -19120 | -10574 | -19120 | -20609 | -16233 | -20609 |
Avg Bars in Trades | 81 | 71 | 91 | 81 | 71 | 91 |
Avg Bars in Winners | 57 | 52 | 62 | 57 | 52 | 62 |
Avg Bars in Losers | 134 | 111 | 158 | 134 | 111 | 158 |
Bars Traded | 10737 | 4704 | 6033 | 10737 | 4704 | 6033 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346238 | -209004 | -195494 | -7411 | -227896 | -195740 |
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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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