Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82257.8505 | 7477.1999 | 74780.6506 | 89839.7732 | 5262.4082 | 84577.365 |
Total P&L (%) | 82.2579 | 7.4772 | 74.7807 | 89.8398 | 5.2624 | 84.5774 |
Avg Daily Profit (%) | 0.3159 | 0.0287 | 0.2872 | 0.2464 | 0.0197 | 0.2356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31638 | -25499 | -30703 | -66730 | -34377 | -64307 |
Profit Factor | 1.3566 | 1.0511 | 1.8858 | 1.2046 | 1.02 | 1.4791 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 133 | 62 | 71 | 133 | 62 | 71 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 71.8919 | 66.6667 | 77.1739 | 71.8919 | 66.6667 | 77.1739 |
Ratio Avg Win / Avg Loss | 0.5304 | 0.5256 | 0.5578 | 0.471 | 0.51 | 0.4375 |
Largest Winning Trade | 9546 | 8441 | 9546 | 15934 | 15934 | 10628 |
Largest Losing Trade | -23835 | -11894 | -23835 | -49245 | -23632 | -49245 |
Avg Bars in Trades | 131 | 137 | 125 | 131 | 137 | 125 |
Avg Bars in Winners | 79 | 67 | 89 | 79 | 67 | 89 |
Avg Bars in Losers | 264 | 275 | 247 | 264 | 275 | 247 |
Bars Traded | 24318 | 12752 | 11566 | 24318 | 12752 | 11566 |
Profit Streak | 2.8807 | 2.8807 | 15.4015 | 2.8807 | 2.8807 | 15.4015 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323704 | -486790 | 461095 | 268910 | -532997 | 398792 |
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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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