Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309671.8091 | 228569.3031 | 81102.5061 | 109698.1483 | 48778.7584 | 60919.3899 |
Total P&L (%) | 309.6718 | 228.5693 | 81.1025 | 109.6981 | 48.7788 | 60.9194 |
Avg Daily Profit (%) | 0.2288 | 0.1689 | 0.0599 | 0.0547 | 0.0294 | 0.0352 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141872 | -109377 | -116083 | -182709 | -147667 | -146263 |
Profit Factor | 1.4782 | 1.6374 | 1.2807 | 1.1678 | 1.1301 | 1.2184 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 44.5652 | 34.7826 | 54.3478 | 44.5652 | 34.7826 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.8387 | 3.07 | 1.0758 | 1.4526 | 2.119 | 1.0235 |
Largest Winning Trade | 145990 | 145990 | 36399 | 67154 | 67154 | 42943 |
Largest Losing Trade | -44164 | -37978 | -44164 | -62862 | -62862 | -58564 |
Avg Bars in Trades | 85 | 92 | 77 | 85 | 92 | 77 |
Avg Bars in Winners | 108 | 126 | 96 | 108 | 126 | 96 |
Avg Bars in Losers | 66 | 74 | 55 | 66 | 74 | 55 |
Bars Traded | 7851 | 4276 | 3576 | 7851 | 4276 | 3576 |
Profit Streak | 37.9963 | 37.9963 | 48.4963 | 37.9963 | 37.9963 | 48.4963 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333794 | 185638 | -111737 | -156677 | -236697 | -145748 |
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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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