Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200682.386 | 83577.7378 | 117104.6481 | 213468.5216 | 69025.7992 | 144442.7223 |
Total P&L (%) | 200.6824 | 83.5777 | 117.1046 | 213.4685 | 69.0258 | 144.4427 |
Avg Daily Profit (%) | 0.3853 | 0.1605 | 0.2248 | 0.2196 | 0.1008 | 0.1718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62109 | -63444 | -44287 | -79052 | -102993 | -55961 |
Profit Factor | 1.5812 | 1.4174 | 1.8075 | 1.5482 | 1.2932 | 1.938 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 63.4328 | 59.7015 | 67.1642 | 63.4328 | 59.7015 | 67.1642 |
Ratio Avg Win / Avg Loss | 0.9115 | 0.9567 | 0.8837 | 0.8925 | 0.8729 | 0.9475 |
Largest Winning Trade | 34729 | 34729 | 30215 | 56827 | 56827 | 30334 |
Largest Losing Trade | -48143 | -48143 | -44287 | -71950 | -71950 | -55961 |
Avg Bars in Trades | 170 | 208 | 133 | 170 | 208 | 133 |
Avg Bars in Winners | 116 | 122 | 111 | 116 | 122 | 111 |
Avg Bars in Losers | 265 | 337 | 177 | 265 | 337 | 177 |
Bars Traded | 22904 | 13989 | 8915 | 22904 | 13989 | 8915 |
Profit Streak | 46.1886 | 46.3345 | 46.1886 | 46.1886 | 46.3345 | 46.1886 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453296 | -108001 | -104967 | 395043 | -174475 | -105169 |
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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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