Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111201.7455 | 49028.8665 | 62172.879 | 157545.6219 | 76866.3724 | 80679.2495 |
Total P&L (%) | 111.2017 | 49.0289 | 62.1729 | 157.5456 | 76.8664 | 80.6793 |
Avg Daily Profit (%) | 0.427 | 0.1883 | 0.2387 | 0.3639 | 0.2192 | 0.2274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41003 | -26771 | -22743 | -40142 | -27386 | -28358 |
Profit Factor | 1.4131 | 1.3561 | 1.4727 | 1.4223 | 1.4077 | 1.4373 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 47.1429 | 47.619 | 46.6667 | 47.1429 | 47.619 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.5844 | 1.4917 | 1.6831 | 1.5948 | 1.5485 | 1.6427 |
Largest Winning Trade | 12395 | 12313 | 12395 | 28505 | 18233 | 28505 |
Largest Losing Trade | -8439 | -8439 | -7892 | -15072 | -13141 | -15072 |
Avg Bars in Trades | 116 | 116 | 116 | 116 | 116 | 116 |
Avg Bars in Winners | 148 | 147 | 148 | 148 | 147 | 148 |
Avg Bars in Losers | 88 | 88 | 88 | 88 | 88 | 88 |
Bars Traded | 24531 | 12278 | 12253 | 24531 | 12278 | 12253 |
Profit Streak | 3.6278 | 0 | 6.9299 | 3.6278 | 0 | 6.9299 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341135 | 141543 | 283322 | 323767 | 253522 | 290831 |
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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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