Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111588.5321 | 64897.5101 | 46691.022 | 156532.8272 | 98144.0167 | 58388.8105 |
Total P&L (%) | 111.5885 | 64.8975 | 46.691 | 156.5328 | 98.144 | 58.3888 |
Avg Daily Profit (%) | 0.4285 | 0.2492 | 0.1793 | 0.3624 | 0.2629 | 0.1767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30685 | -20699 | -22138 | -31443 | -23915 | -28846 |
Profit Factor | 1.5012 | 1.5683 | 1.4306 | 1.499 | 1.6471 | 1.3604 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 127 | 68 | 59 | 127 | 68 | 59 |
Losing Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Profitability (%) | 68.2796 | 73.1183 | 63.4409 | 68.2796 | 73.1183 | 63.4409 |
Ratio Avg Win / Avg Loss | 0.6974 | 0.5766 | 0.8244 | 0.6964 | 0.6055 | 0.784 |
Largest Winning Trade | 13896 | 13896 | 8627 | 16700 | 16700 | 9856 |
Largest Losing Trade | -20699 | -20699 | -12162 | -28846 | -17932 | -28846 |
Avg Bars in Trades | 132 | 126 | 139 | 132 | 126 | 139 |
Avg Bars in Winners | 90 | 90 | 91 | 90 | 90 | 91 |
Avg Bars in Losers | 224 | 224 | 223 | 224 | 224 | 223 |
Bars Traded | 24730 | 11738 | 12991 | 24730 | 11738 | 12991 |
Profit Streak | 0 | 0 | 5.7289 | 0 | 0 | 5.7289 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402076 | 335927 | 249933 | 381266 | 362647 | 264441 |
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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) |
---|