Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69701.0283 | 38781.8032 | 30919.2251 | 57328.3652 | 44402.9581 | 12925.4071 |
Total P&L (%) | 69.701 | 38.7818 | 30.9192 | 57.3284 | 44.403 | 12.9254 |
Avg Daily Profit (%) | 0.5018 | 0.2792 | 0.2226 | 0.3268 | 0.2649 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43548 | -30276 | -27120 | -39368 | -26473 | -44309 |
Profit Factor | 1.3176 | 1.3505 | 1.2841 | 1.247 | 1.4345 | 1.0995 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 67.4419 | 67.6923 | 67.1875 | 67.4419 | 67.6923 | 67.1875 |
Ratio Avg Win / Avg Loss | 0.6361 | 0.6446 | 0.6271 | 0.602 | 0.6846 | 0.537 |
Largest Winning Trade | 16198 | 16198 | 8570 | 13861 | 13861 | 10195 |
Largest Losing Trade | -25045 | -16951 | -25045 | -36225 | -12344 | -36225 |
Avg Bars in Trades | 102 | 100 | 104 | 102 | 100 | 104 |
Avg Bars in Winners | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Losers | 159 | 156 | 161 | 159 | 156 | 161 |
Bars Traded | 13248 | 6562 | 6686 | 13248 | 6562 | 6686 |
Profit Streak | 0 | 0 | 140.8267 | 0 | 0 | 140.8267 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342961 | -126474 | -134277 | 243881 | -125584 | -400996 |
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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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