Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63055.5955 | 24744.7479 | 38310.8476 | 79899.9315 | 25922.5961 | 53977.3354 |
Total P&L (%) | 63.0556 | 24.7447 | 38.3108 | 79.8999 | 25.9226 | 53.9773 |
Avg Daily Profit (%) | 1.2107 | 0.4751 | 0.7356 | 1.1339 | 0.4436 | 0.8322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12666 | -15256 | -10893 | -21501 | -26095 | -19022 |
Profit Factor | 1.6024 | 1.3827 | 1.9574 | 1.4589 | 1.2396 | 1.819 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 59.2391 | 56.5217 | 61.9565 | 59.2391 | 56.5217 | 61.9565 |
Ratio Avg Win / Avg Loss | 1.1026 | 1.0636 | 1.2019 | 1.0038 | 0.9535 | 1.1169 |
Largest Winning Trade | 9151 | 9151 | 6877 | 12594 | 12594 | 7833 |
Largest Losing Trade | -10322 | -10322 | -4112 | -17881 | -17881 | -7206 |
Avg Bars in Trades | 130 | 138 | 122 | 130 | 138 | 122 |
Avg Bars in Winners | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Losers | 169 | 185 | 150 | 169 | 185 | 150 |
Bars Traded | 23985 | 12730 | 11255 | 23985 | 12730 | 11255 |
Profit Streak | 12.4299 | 0 | 13.4007 | 12.4299 | 0 | 13.4007 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550289 | 191385 | 467080 | 533347 | 99259 | 515235 |
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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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