Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148023.5288 | 58128.8599 | 89894.6688 | 196454.6356 | 72394.3118 | 124060.3238 |
Total P&L (%) | 148.0235 | 58.1289 | 89.8947 | 196.4546 | 72.3943 | 124.0603 |
Avg Daily Profit (%) | 0.2842 | 0.1116 | 0.1726 | 0.2089 | 0.1046 | 0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67714 | -45084 | -31220 | -132215 | -88248 | -94331 |
Profit Factor | 1.4179 | 1.2944 | 1.5734 | 1.2306 | 1.1551 | 1.322 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 104 | 59 | 45 | 104 | 59 | 45 |
Profitability (%) | 42.5414 | 35.1648 | 50 | 42.5414 | 35.1648 | 50 |
Ratio Avg Win / Avg Loss | 1.915 | 2.3865 | 1.5734 | 1.6621 | 2.1298 | 1.322 |
Largest Winning Trade | 31691 | 31691 | 24724 | 78268 | 78268 | 47840 |
Largest Losing Trade | -13550 | -9709 | -13550 | -30501 | -30501 | -27803 |
Avg Bars in Trades | 135 | 144 | 125 | 135 | 144 | 125 |
Avg Bars in Winners | 199 | 239 | 171 | 199 | 239 | 171 |
Avg Bars in Losers | 87 | 92 | 79 | 87 | 92 | 79 |
Bars Traded | 24459 | 13160 | 11300 | 24459 | 13160 | 11300 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278445 | -50275 | 337326 | 214070 | -108721 | 236615 |
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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) |
---|