Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149210.5424 | 91817.434 | 57393.1084 | 149145.8642 | 128621.4028 | 20524.4615 |
Total P&L (%) | 149.2105 | 91.8174 | 57.3931 | 149.1459 | 128.6214 | 20.5245 |
Avg Daily Profit (%) | 1.7188 | 1.0577 | 0.6611 | 1.0571 | 0.9571 | 0.2153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35654 | -15351 | -29537 | -36858 | -13845 | -31202 |
Profit Factor | 1.8276 | 3.5834 | 1.3965 | 1.7853 | 4.6006 | 1.1331 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 57.6687 | 57.3171 | 58.0247 | 57.6687 | 57.3171 | 58.0247 |
Ratio Avg Win / Avg Loss | 1.3415 | 2.6685 | 1.0102 | 1.3105 | 3.426 | 0.8197 |
Largest Winning Trade | 102970 | 102970 | 66705 | 142632 | 142632 | 55426 |
Largest Losing Trade | -16330 | -3092 | -16330 | -26441 | -5563 | -26441 |
Avg Bars in Trades | 150 | 9 | 293 | 150 | 9 | 293 |
Avg Bars in Winners | 98 | 6 | 191 | 98 | 6 | 191 |
Avg Bars in Losers | 221 | 13 | 434 | 221 | 13 | 434 |
Bars Traded | 24549 | 794 | 23755 | 24549 | 794 | 23755 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568967 | 533821 | -1191 | 545351 | 547531 | -87157 |
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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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