Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135018.7164 | 57045.9968 | 77972.7197 | 86523.9761 | 21680.9855 | 64842.9906 |
Total P&L (%) | 135.0187 | 57.046 | 77.9727 | 86.524 | 21.681 | 64.843 |
Avg Daily Profit (%) | 0.2592 | 0.1095 | 0.1497 | 0.1198 | 0.0377 | 0.096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88591 | -45069 | -74193 | -171717 | -79600 | -169780 |
Profit Factor | 1.3259 | 1.2939 | 1.3541 | 1.1227 | 1.0686 | 1.1668 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 52.0833 | 48.6111 | 55.5556 | 52.0833 | 48.6111 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.2198 | 1.3679 | 1.0833 | 1.0329 | 1.1296 | 0.9334 |
Largest Winning Trade | 31428 | 31428 | 29101 | 39570 | 33330 | 39570 |
Largest Losing Trade | -44746 | -26667 | -44746 | -89084 | -48276 | -89084 |
Avg Bars in Trades | 169 | 176 | 163 | 169 | 176 | 163 |
Avg Bars in Winners | 138 | 150 | 127 | 138 | 150 | 127 |
Avg Bars in Losers | 204 | 200 | 209 | 204 | 200 | 209 |
Bars Traded | 24479 | 12688 | 11791 | 24479 | 12688 | 11791 |
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 | 304267 | -128151 | -71808 | -118559 | -373977 | -182930 |
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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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