Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249008.5943 | 154107.7186 | 94900.8757 | 107288.7827 | 101632.4629 | 5656.3198 |
Total P&L (%) | 249.0086 | 154.1077 | 94.9009 | 107.2888 | 101.6325 | 5.6563 |
Avg Daily Profit (%) | 0.1745 | 0.108 | 0.0665 | 0.0511 | 0.0492 | 0.0039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124956 | -41054 | -101978 | -242991 | -97842 | -178085 |
Profit Factor | 1.3696 | 1.4717 | 1.2735 | 1.112 | 1.2249 | 1.0112 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 52.518 | 51.4286 | 53.6232 | 52.518 | 51.4286 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.2383 | 1.3899 | 1.1014 | 1.0053 | 1.1569 | 0.8745 |
Largest Winning Trade | 63655 | 63655 | 46933 | 77271 | 77271 | 71344 |
Largest Losing Trade | -52012 | -32735 | -52012 | -112459 | -42693 | -112459 |
Avg Bars in Trades | 60 | 47 | 72 | 60 | 47 | 72 |
Avg Bars in Winners | 70 | 57 | 84 | 70 | 57 | 84 |
Avg Bars in Losers | 48 | 37 | 59 | 48 | 37 | 59 |
Bars Traded | 8361 | 3339 | 5022 | 8361 | 3339 | 5022 |
Profit Streak | 0 | 0 | 54.425 | 0 | 0 | 54.425 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309852 | -141643 | -204840 | -221345 | -221620 | -663998 |
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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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