Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54603.0701 | 27450.5767 | 27152.4934 | 61593.9326 | 30310.5944 | 31283.3382 |
Total P&L (%) | 54.6031 | 27.4506 | 27.1525 | 61.5939 | 30.3106 | 31.2833 |
Avg Daily Profit (%) | 0.7064 | 0.3551 | 0.3513 | 0.6228 | 0.3431 | 0.3527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25617 | -14423 | -21979 | -39476 | -16876 | -34115 |
Profit Factor | 1.3922 | 1.3895 | 1.395 | 1.3479 | 1.3451 | 1.3506 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 63.6943 | 61.5385 | 65.8228 | 63.6943 | 61.5385 | 65.8228 |
Ratio Avg Win / Avg Loss | 0.7936 | 0.8685 | 0.7243 | 0.7683 | 0.8407 | 0.7013 |
Largest Winning Trade | 8256 | 8256 | 4585 | 11892 | 11892 | 6225 |
Largest Losing Trade | -10696 | -7758 | -10696 | -16145 | -9898 | -16145 |
Avg Bars in Trades | 138 | 132 | 145 | 138 | 132 | 145 |
Avg Bars in Winners | 105 | 103 | 106 | 105 | 103 | 106 |
Avg Bars in Losers | 197 | 177 | 219 | 197 | 177 | 219 |
Bars Traded | 21784 | 10323 | 11461 | 21784 | 10323 | 11461 |
Profit Streak | 17.5818 | 21.3596 | 17.5818 | 17.5818 | 21.3596 | 17.5818 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417288 | -28531 | -21213 | 398587 | -28651 | -21383 |
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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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