Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118727.7805 | 82770.0685 | 35957.7121 | 142040.468 | 125817.6698 | 16222.7982 |
Total P&L (%) | 118.7278 | 82.7701 | 35.9577 | 142.0405 | 125.8177 | 16.2228 |
Avg Daily Profit (%) | 0.4559 | 0.3178 | 0.1381 | 0.34 | 0.3133 | 0.0577 |
Buy And Hold Return (%) | 10.3867 | 10.3867 | 10.3867 | 10.3867 | 10.3867 | 10.3867 |
Max Trade Drawdown | -33129 | -28096 | -38945 | -75019 | -48849 | -103154 |
Profit Factor | 1.4693 | 1.6897 | 1.2704 | 1.2795 | 1.555 | 1.0576 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 63.1148 | 63.9344 | 62.2951 | 63.1148 | 63.9344 | 62.2951 |
Ratio Avg Win / Avg Loss | 0.8587 | 0.9531 | 0.7689 | 0.7478 | 0.8772 | 0.6401 |
Largest Winning Trade | 13670 | 13670 | 11963 | 29107 | 29107 | 21485 |
Largest Losing Trade | -26399 | -19075 | -26399 | -67211 | -30862 | -67211 |
Avg Bars in Trades | 200 | 185 | 214 | 200 | 185 | 214 |
Avg Bars in Winners | 130 | 115 | 146 | 130 | 115 | 146 |
Avg Bars in Losers | 318 | 310 | 326 | 318 | 310 | 326 |
Bars Traded | 24407 | 11323 | 13084 | 24407 | 11323 | 13084 |
Profit Streak | 2.8652 | 0 | 16.6152 | 2.8652 | 0 | 16.6152 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310076 | -152217 | -173117 | 232664 | -152705 | -444372 |
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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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