Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107887.1644 | 58742.8506 | 49144.3138 | 129948.5305 | 91222.5219 | 38726.0086 |
Total P&L (%) | 107.8872 | 58.7429 | 49.1443 | 129.9485 | 91.2225 | 38.726 |
Avg Daily Profit (%) | 0.4143 | 0.2256 | 0.1887 | 0.3203 | 0.2492 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39192 | -25382 | -48217 | -70892 | -41049 | -90749 |
Profit Factor | 1.4409 | 1.501 | 1.3856 | 1.3255 | 1.503 | 1.1778 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 60 | 58.0645 | 61.9048 | 60 | 58.0645 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.9606 | 1.0841 | 0.8527 | 0.8837 | 1.0855 | 0.7248 |
Largest Winning Trade | 17004 | 17004 | 14860 | 22978 | 22978 | 20915 |
Largest Losing Trade | -20287 | -12691 | -20287 | -35535 | -21903 | -35535 |
Avg Bars in Trades | 193 | 192 | 194 | 193 | 192 | 194 |
Avg Bars in Winners | 142 | 131 | 152 | 142 | 131 | 152 |
Avg Bars in Losers | 269 | 276 | 262 | 269 | 276 | 262 |
Bars Traded | 24165 | 11921 | 12244 | 24165 | 11921 | 12244 |
Profit Streak | 0 | 8.5885 | 0 | 0 | 8.5885 | 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 | 322674 | -145458 | -141476 | 268352 | -144493 | -200642 |
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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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