Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86987.4572 | 38722.5695 | 48264.8877 | 90723.6091 | 28218.2416 | 62505.3675 |
Total P&L (%) | 86.9875 | 38.7226 | 48.2649 | 90.7236 | 28.2182 | 62.5054 |
Avg Daily Profit (%) | 0.334 | 0.1487 | 0.1853 | 0.2482 | 0.0955 | 0.1866 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57579 | -29713 | -35338 | -90997 | -49104 | -55587 |
Profit Factor | 1.3228 | 1.2497 | 1.4218 | 1.2103 | 1.1117 | 1.3498 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 64.7059 | 61.7021 | 67.7419 | 64.7059 | 61.7021 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.7215 | 0.7757 | 0.6771 | 0.6602 | 0.69 | 0.6427 |
Largest Winning Trade | 16884 | 16884 | 10112 | 28279 | 28279 | 15396 |
Largest Losing Trade | -21293 | -20221 | -21293 | -38856 | -27872 | -38856 |
Avg Bars in Trades | 132 | 126 | 137 | 132 | 126 | 137 |
Avg Bars in Winners | 100 | 90 | 110 | 100 | 90 | 110 |
Avg Bars in Losers | 190 | 186 | 194 | 190 | 186 | 194 |
Bars Traded | 24718 | 11937 | 12781 | 24718 | 11937 | 12781 |
Profit Streak | 3.4782 | 3.4782 | 10.7803 | 3.4782 | 3.4782 | 10.7803 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308417 | 12310 | 272757 | 257279 | -168994 | 292866 |
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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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