Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60204.5284 | 31928.0957 | 28276.4326 | 43311.4379 | 32790.1399 | 10521.298 |
Total P&L (%) | 60.2045 | 31.9281 | 28.2764 | 43.3114 | 32.7901 | 10.5213 |
Avg Daily Profit (%) | 0.2312 | 0.1226 | 0.1086 | 0.1383 | 0.109 | 0.0384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34690 | -32161 | -40292 | -58590 | -40836 | -63065 |
Profit Factor | 1.245 | 1.2561 | 1.2336 | 1.131 | 1.2048 | 1.0617 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 68.6567 | 65.6716 | 71.6418 | 68.6567 | 65.6716 | 71.6418 |
Ratio Avg Win / Avg Loss | 0.5684 | 0.6566 | 0.4883 | 0.5163 | 0.6298 | 0.4203 |
Largest Winning Trade | 19589 | 19589 | 9308 | 20477 | 20477 | 11383 |
Largest Losing Trade | -23180 | -14507 | -23180 | -29885 | -19338 | -29885 |
Avg Bars in Trades | 184 | 185 | 183 | 184 | 185 | 183 |
Avg Bars in Winners | 109 | 101 | 116 | 109 | 101 | 116 |
Avg Bars in Losers | 350 | 347 | 353 | 350 | 347 | 353 |
Bars Traded | 24747 | 12454 | 12293 | 24747 | 12454 | 12293 |
Profit Streak | 10.1227 | 10.1227 | 20.2164 | 10.1227 | 10.1227 | 20.2164 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302171 | -148631 | -166994 | -85374 | -167057 | -559162 |
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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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