Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135688.3635 | 22157.3814 | 113530.9821 | 181708.6871 | 39218.0686 | 142490.6185 |
Total P&L (%) | 135.6884 | 22.1574 | 113.531 | 181.7087 | 39.2181 | 142.4906 |
Avg Daily Profit (%) | 0.521 | 0.0851 | 0.436 | 0.3985 | 0.1271 | 0.3407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47728 | -29310 | -33898 | -172440 | -94024 | -137610 |
Profit Factor | 1.459 | 1.185 | 1.6455 | 1.2241 | 1.1292 | 1.281 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 56.3536 | 52.7473 | 60 | 56.3536 | 52.7473 | 60 |
Ratio Avg Win / Avg Loss | 1.13 | 1.0616 | 1.097 | 0.9481 | 1.0116 | 0.854 |
Largest Winning Trade | 17086 | 12069 | 17086 | 39186 | 22784 | 39186 |
Largest Losing Trade | -23541 | -12240 | -23541 | -97017 | -23412 | -97017 |
Avg Bars in Trades | 134 | 42 | 228 | 134 | 42 | 228 |
Avg Bars in Winners | 103 | 39 | 159 | 103 | 39 | 159 |
Avg Bars in Losers | 175 | 45 | 330 | 175 | 45 | 330 |
Bars Traded | 24368 | 3835 | 20533 | 24368 | 3835 | 20533 |
Profit Streak | 6.527 | 11.1103 | 6.527 | 6.527 | 11.1103 | 6.527 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481431 | -101647 | 429108 | 332065 | -103832 | 266457 |
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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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