Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114769.8081 | 97394.1877 | 17375.6204 | 111015.119 | 86267.9107 | 24747.2083 |
Total P&L (%) | 114.7698 | 97.3942 | 17.3756 | 111.0151 | 86.2679 | 24.7472 |
Avg Daily Profit (%) | 1.3221 | 1.1219 | 0.2002 | 0.8639 | 0.7191 | 0.255 |
Buy And Hold Return (%) | 33.1533 | 33.1533 | 33.1533 | 33.1533 | 33.1533 | 33.1533 |
Max Trade Drawdown | -28874 | -21807 | -18079 | -71335 | -47661 | -37116 |
Profit Factor | 1.745 | 2.3639 | 1.2103 | 1.371 | 1.6177 | 1.155 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 47.0588 | 48.3333 | 45.7627 | 47.0588 | 48.3333 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.9631 | 2.5269 | 1.4344 | 1.5423 | 1.7293 | 1.3689 |
Largest Winning Trade | 95234 | 95234 | 14671 | 107611 | 107611 | 32365 |
Largest Losing Trade | -14888 | -11849 | -14888 | -35910 | -24964 | -35910 |
Avg Bars in Trades | 195 | 109 | 283 | 195 | 109 | 283 |
Avg Bars in Winners | 295 | 158 | 443 | 295 | 158 | 443 |
Avg Bars in Losers | 106 | 63 | 147 | 106 | 63 | 147 |
Bars Traded | 23261 | 6549 | 16712 | 23261 | 6549 | 16712 |
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 | 397275 | -157410 | -338894 | 318869 | -160119 | -387937 |
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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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