Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124444.4823 | 50339.6435 | 74104.8387 | 128621.1589 | 24130.1711 | 104490.9878 |
Total P&L (%) | 124.4445 | 50.3396 | 74.1048 | 128.6212 | 24.1302 | 104.491 |
Avg Daily Profit (%) | 0.188 | 0.076 | 0.1119 | 0.125 | 0.0327 | 0.1081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37999 | -44727 | -28144 | -68457 | -61000 | -36554 |
Profit Factor | 1.4786 | 1.3777 | 1.5847 | 1.4076 | 1.1519 | 1.6665 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 74 | 44 | 30 | 74 | 44 | 30 |
Profitability (%) | 46.7626 | 37.1429 | 56.5217 | 46.7626 | 37.1429 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.6833 | 2.3315 | 1.219 | 1.6024 | 1.9494 | 1.282 |
Largest Winning Trade | 61395 | 61395 | 26800 | 44887 | 44887 | 39466 |
Largest Losing Trade | -19814 | -10456 | -19814 | -27282 | -15934 | -27282 |
Avg Bars in Trades | 110 | 106 | 114 | 110 | 106 | 114 |
Avg Bars in Winners | 152 | 154 | 150 | 152 | 154 | 150 |
Avg Bars in Losers | 74 | 78 | 68 | 74 | 78 | 68 |
Bars Traded | 15399 | 7483 | 7916 | 15399 | 7483 | 7916 |
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 | 316560 | -190648 | -142701 | -25336 | -305279 | -147576 |
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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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