Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101937.1293 | 12566.2848 | 89370.8446 | 146010.4531 | 16289.4746 | 129720.9786 |
Total P&L (%) | 101.9371 | 12.5663 | 89.3708 | 146.0105 | 16.2895 | 129.721 |
Avg Daily Profit (%) | 0.3914 | 0.0483 | 0.3432 | 0.3463 | 0.058 | 0.3199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42014 | -12768 | -31585 | -98119 | -27755 | -75131 |
Profit Factor | 1.6664 | 1.1978 | 1.9992 | 1.4468 | 1.128 | 1.65 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 68.2119 | 68.4211 | 68 | 68.2119 | 68.4211 | 68 |
Ratio Avg Win / Avg Loss | 0.7766 | 0.5528 | 0.9408 | 0.6742 | 0.5206 | 0.7765 |
Largest Winning Trade | 11061 | 8248 | 11061 | 24390 | 14336 | 24390 |
Largest Losing Trade | -14517 | -11477 | -14517 | -37640 | -17386 | -37640 |
Avg Bars in Trades | 163 | 35 | 293 | 163 | 35 | 293 |
Avg Bars in Winners | 112 | 22 | 204 | 112 | 22 | 204 |
Avg Bars in Losers | 273 | 65 | 481 | 273 | 65 | 481 |
Bars Traded | 24716 | 2733 | 21983 | 24716 | 2733 | 21983 |
Profit Streak | 0 | 0 | 9.8936 | 0 | 0 | 9.8936 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410134 | -267166 | -45212 | 357917 | -254415 | -46085 |
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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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