Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79732.9043 | 32590.0128 | 47142.8914 | 79191.3947 | 24852.7062 | 54338.6885 |
Total P&L (%) | 79.7329 | 32.59 | 47.1429 | 79.1914 | 24.8527 | 54.3387 |
Avg Daily Profit (%) | 0.3062 | 0.1251 | 0.181 | 0.2242 | 0.0853 | 0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33771 | -31974 | -33499 | -46932 | -35756 | -50743 |
Profit Factor | 1.2987 | 1.2009 | 1.4503 | 1.2092 | 1.1088 | 1.3618 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 57.561 | 55.3398 | 59.8039 | 57.561 | 55.3398 | 59.8039 |
Ratio Avg Win / Avg Loss | 0.9575 | 0.9691 | 0.9748 | 0.8915 | 0.8948 | 0.9153 |
Largest Winning Trade | 17551 | 17551 | 11716 | 26337 | 26337 | 15369 |
Largest Losing Trade | -26700 | -26700 | -14533 | -29330 | -29330 | -21181 |
Avg Bars in Trades | 119 | 121 | 117 | 119 | 121 | 117 |
Avg Bars in Winners | 108 | 101 | 115 | 108 | 101 | 115 |
Avg Bars in Losers | 135 | 147 | 122 | 135 | 147 | 122 |
Bars Traded | 24567 | 12537 | 12030 | 24567 | 12537 | 12030 |
Profit Streak | 6.1537 | 6.1537 | 7.8933 | 6.1537 | 6.1537 | 7.8933 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332501 | -30832 | 213631 | 287585 | -185101 | 209339 |
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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) |
---|