Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124306.896 | 64500.6067 | 59806.2893 | 196942.1352 | 98728.8107 | 98213.3245 |
Total P&L (%) | 124.3069 | 64.5006 | 59.8063 | 196.9421 | 98.7288 | 98.2133 |
Avg Daily Profit (%) | 0.4773 | 0.2477 | 0.2297 | 0.4188 | 0.2641 | 0.2631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39807 | -22681 | -25011 | -37216 | -26393 | -21676 |
Profit Factor | 1.6573 | 1.6027 | 1.7285 | 1.7894 | 1.6937 | 1.9164 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 72.8916 | 74.6988 | 71.0843 | 72.8916 | 74.6988 | 71.0843 |
Ratio Avg Win / Avg Loss | 0.6164 | 0.5429 | 0.7031 | 0.6655 | 0.5737 | 0.7795 |
Largest Winning Trade | 10520 | 10520 | 7559 | 15908 | 15908 | 13161 |
Largest Losing Trade | -20708 | -20708 | -10730 | -18873 | -18873 | -18347 |
Avg Bars in Trades | 146 | 143 | 148 | 146 | 143 | 148 |
Avg Bars in Winners | 104 | 104 | 104 | 104 | 104 | 104 |
Avg Bars in Losers | 257 | 258 | 255 | 257 | 258 | 255 |
Bars Traded | 24251 | 11925 | 12326 | 24251 | 11925 | 12326 |
Profit Streak | 7.615 | 7.615 | 22.2192 | 7.615 | 7.615 | 22.2192 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518561 | 389135 | 380617 | 509725 | 413697 | 428417 |
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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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