Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127870.0928 | 66033.4943 | 61836.5985 | 166263.6133 | 103706.2596 | 62557.3537 |
Total P&L (%) | 127.8701 | 66.0335 | 61.8366 | 166.2636 | 103.7063 | 62.5574 |
Avg Daily Profit (%) | 0.491 | 0.2536 | 0.2374 | 0.3768 | 0.2736 | 0.1867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39693 | -53993 | -23257 | -91842 | -71827 | -58609 |
Profit Factor | 1.4062 | 1.3803 | 1.4382 | 1.2917 | 1.3382 | 1.2375 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Profitability (%) | 44.6009 | 45.283 | 43.9252 | 44.6009 | 45.283 | 43.9252 |
Ratio Avg Win / Avg Loss | 1.7467 | 1.6678 | 1.836 | 1.6044 | 1.617 | 1.5798 |
Largest Winning Trade | 28977 | 28977 | 16519 | 40038 | 40038 | 25224 |
Largest Losing Trade | -22783 | -22783 | -7338 | -31188 | -31188 | -17002 |
Avg Bars in Trades | 115 | 118 | 112 | 115 | 118 | 112 |
Avg Bars in Winners | 122 | 114 | 130 | 122 | 114 | 130 |
Avg Bars in Losers | 109 | 121 | 98 | 109 | 121 | 98 |
Bars Traded | 24622 | 12543 | 12079 | 24622 | 12543 | 12079 |
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 | 344604 | 215930 | 194733 | 284252 | 222365 | 136713 |
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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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