Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200500.0988 | 56804.5891 | 143695.5097 | 397711.6105 | 114288.9851 | 283422.6254 |
Total P&L (%) | 200.5001 | 56.8046 | 143.6955 | 397.7116 | 114.289 | 283.4226 |
Avg Daily Profit (%) | 0.1781 | 0.0504 | 0.1276 | 0.1426 | 0.0677 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51730 | -26356 | -54479 | -246616 | -115135 | -191545 |
Profit Factor | 1.9244 | 1.6688 | 2.0889 | 1.5572 | 1.4234 | 1.6386 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 74.8092 | 71.2121 | 78.4615 | 74.8092 | 71.2121 | 78.4615 |
Ratio Avg Win / Avg Loss | 0.648 | 0.6746 | 0.5734 | 0.5244 | 0.5754 | 0.4498 |
Largest Winning Trade | 18773 | 15683 | 18773 | 67868 | 53252 | 67868 |
Largest Losing Trade | -30730 | -25589 | -30730 | -124721 | -91918 | -124721 |
Avg Bars in Trades | 24 | 7 | 41 | 24 | 7 | 41 |
Avg Bars in Winners | 16 | 4 | 27 | 16 | 4 | 27 |
Avg Bars in Losers | 47 | 15 | 92 | 47 | 15 | 92 |
Bars Traded | 3173 | 486 | 2687 | 3173 | 486 | 2687 |
Profit Streak | 12.0729 | 143.4062 | 12.0729 | 12.0729 | 143.4062 | 12.0729 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501940 | -245777 | -148826 | 107495 | -223093 | -160611 |
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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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