Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124582.1284 | 34076.2622 | 90505.8662 | 98280.4484 | 60011.0617 | 38269.3867 |
Total P&L (%) | 124.5821 | 34.0763 | 90.5059 | 98.2804 | 60.0111 | 38.2694 |
Avg Daily Profit (%) | 0.4784 | 0.1309 | 0.3475 | 0.2632 | 0.1807 | 0.1245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109115 | -37301 | -83029 | -312706 | -93503 | -247028 |
Profit Factor | 1.306 | 1.1616 | 1.461 | 1.1003 | 1.1242 | 1.0771 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 48.9627 | 48.7603 | 49.1667 | 48.9627 | 48.7603 | 49.1667 |
Ratio Avg Win / Avg Loss | 1.3613 | 1.2207 | 1.5105 | 1.1469 | 1.1813 | 1.1136 |
Largest Winning Trade | 53939 | 41702 | 53939 | 84870 | 84870 | 71310 |
Largest Losing Trade | -37997 | -19103 | -37997 | -97828 | -68390 | -97828 |
Avg Bars in Trades | 102 | 106 | 98 | 102 | 106 | 98 |
Avg Bars in Winners | 119 | 124 | 114 | 119 | 124 | 114 |
Avg Bars in Losers | 86 | 89 | 82 | 86 | 89 | 82 |
Bars Traded | 24690 | 12895 | 11795 | 24690 | 12895 | 11795 |
Profit Streak | 10.1909 | 10.1909 | 16.9513 | 10.1909 | 10.1909 | 16.9513 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407554 | -64355 | 385959 | -100843 | -77680 | -165278 |
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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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