Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108908.4727 | 43270.3474 | 65638.1253 | 116667.56 | 51381.0156 | 65286.5444 |
Total P&L (%) | 108.9085 | 43.2703 | 65.6381 | 116.6676 | 51.381 | 65.2865 |
Avg Daily Profit (%) | 0.4182 | 0.1662 | 0.252 | 0.2973 | 0.1593 | 0.1931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60427 | -71937 | -24114 | -51252 | -59614 | -22656 |
Profit Factor | 1.338 | 1.2702 | 1.405 | 1.3392 | 1.2981 | 1.3805 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 76 | 31 | 45 | 76 | 31 | 45 |
Losing Trades | 103 | 59 | 44 | 103 | 59 | 44 |
Profitability (%) | 42.4581 | 34.4444 | 50.5618 | 42.4581 | 34.4444 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.8133 | 2.4174 | 1.3738 | 1.815 | 2.4705 | 1.3499 |
Largest Winning Trade | 39475 | 39475 | 19720 | 29046 | 29046 | 20737 |
Largest Losing Trade | -11131 | -8214 | -11131 | -22656 | -10226 | -22656 |
Avg Bars in Trades | 137 | 136 | 138 | 137 | 136 | 138 |
Avg Bars in Winners | 208 | 221 | 198 | 208 | 221 | 198 |
Avg Bars in Losers | 85 | 92 | 77 | 85 | 92 | 77 |
Bars Traded | 24658 | 12315 | 12342 | 24658 | 12315 | 12342 |
Profit Streak | 0 | 0 | 10.4018 | 0 | 0 | 10.4018 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270801 | -1345 | 302338 | 233880 | -543 | 277984 |
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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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