Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181323.7285 | 99569.8895 | 81753.839 | 218110.9537 | 104469.8484 | 113641.1053 |
Total P&L (%) | 181.3237 | 99.5699 | 81.7538 | 218.111 | 104.4698 | 113.6411 |
Avg Daily Profit (%) | 0.3142 | 0.1725 | 0.1417 | 0.2007 | 0.124 | 0.1316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52938 | -43389 | -33224 | -125823 | -131698 | -47369 |
Profit Factor | 1.7425 | 1.7967 | 1.6857 | 1.4587 | 1.4197 | 1.5014 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 44.4444 | 40 | 48.8889 | 44.4444 | 40 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.1781 | 2.6951 | 1.7623 | 1.8233 | 2.1296 | 1.5696 |
Largest Winning Trade | 66286 | 66286 | 48383 | 118567 | 118567 | 109537 |
Largest Losing Trade | -20629 | -20629 | -15481 | -65245 | -65245 | -34203 |
Avg Bars in Trades | 147 | 145 | 150 | 147 | 145 | 150 |
Avg Bars in Winners | 207 | 216 | 200 | 207 | 216 | 200 |
Avg Bars in Losers | 99 | 98 | 101 | 99 | 98 | 101 |
Bars Traded | 13305 | 6544 | 6761 | 13305 | 6544 | 6761 |
Profit Streak | 0 | 0 | 506.0748 | 0 | 0 | 506.0748 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345239 | 236923 | -518 | 269327 | -29732 | -14666 |
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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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