Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138960.2501 | 57194.0683 | 81766.1819 | 253249.2567 | 120410.586 | 132838.6707 |
Total P&L (%) | 138.9603 | 57.1941 | 81.7662 | 253.2493 | 120.4106 | 132.8387 |
Avg Daily Profit (%) | 0.5336 | 0.2196 | 0.314 | 0.4858 | 0.3039 | 0.3251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20948 | -21880 | -14666 | -45083 | -24379 | -35824 |
Profit Factor | 2.2394 | 1.9958 | 2.4951 | 2.2252 | 2.3512 | 2.1298 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 73.7374 | 69.3878 | 78 | 73.7374 | 69.3878 | 78 |
Ratio Avg Win / Avg Loss | 0.7976 | 0.8805 | 0.7037 | 0.7926 | 1.0373 | 0.6007 |
Largest Winning Trade | 14085 | 9370 | 14085 | 23163 | 23163 | 20824 |
Largest Losing Trade | -20507 | -20507 | -14666 | -25095 | -22803 | -25095 |
Avg Bars in Trades | 244 | 277 | 211 | 244 | 277 | 211 |
Avg Bars in Winners | 175 | 213 | 142 | 175 | 213 | 142 |
Avg Bars in Losers | 436 | 423 | 454 | 436 | 423 | 454 |
Bars Traded | 24158 | 13598 | 10560 | 24158 | 13598 | 10560 |
Profit Streak | 7.9437 | 0 | 11.35 | 7.9437 | 0 | 11.35 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534776 | 329885 | -166613 | 519082 | 471251 | -167223 |
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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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