Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93670.3008 | 56987.9096 | 36682.3912 | 96051.5461 | 75470.2054 | 20581.3408 |
Total P&L (%) | 93.6703 | 56.9879 | 36.6824 | 96.0515 | 75.4702 | 20.5813 |
Avg Daily Profit (%) | 0.6743 | 0.4103 | 0.2641 | 0.4858 | 0.4056 | 0.1348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48798 | -32104 | -38454 | -47037 | -25634 | -50042 |
Profit Factor | 1.4783 | 1.6994 | 1.3207 | 1.4474 | 2.0158 | 1.1466 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 66.9231 | 69.2308 | 64.6154 | 66.9231 | 69.2308 | 64.6154 |
Ratio Avg Win / Avg Loss | 0.7306 | 0.7553 | 0.7233 | 0.7154 | 0.8959 | 0.6279 |
Largest Winning Trade | 14066 | 14066 | 13292 | 15175 | 15175 | 13202 |
Largest Losing Trade | -31460 | -19600 | -31460 | -44967 | -14525 | -44967 |
Avg Bars in Trades | 100 | 98 | 102 | 100 | 98 | 102 |
Avg Bars in Winners | 80 | 75 | 85 | 80 | 75 | 85 |
Avg Bars in Losers | 140 | 148 | 132 | 140 | 148 | 132 |
Bars Traded | 13051 | 6391 | 6660 | 13051 | 6391 | 6660 |
Profit Streak | 0 | 0 | 138.8733 | 0 | 0 | 138.8733 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429798 | -121975 | -125924 | 365005 | -120537 | -210591 |
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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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