Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101141.3219 | 63268.5338 | 37872.7881 | 92300.497 | 61678.2841 | 30622.2129 |
Total P&L (%) | 101.1413 | 63.2685 | 37.8728 | 92.3005 | 61.6783 | 30.6222 |
Avg Daily Profit (%) | 0.3884 | 0.2429 | 0.1454 | 0.2514 | 0.1847 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30681 | -33155 | -22023 | -62795 | -53381 | -36346 |
Profit Factor | 1.4394 | 1.5788 | 1.3134 | 1.3137 | 1.4368 | 1.2001 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 43.2836 | 34.3284 | 52.2388 | 43.2836 | 34.3284 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.8862 | 3.0204 | 1.2008 | 1.7214 | 2.7487 | 1.0973 |
Largest Winning Trade | 77873 | 77873 | 15894 | 99561 | 99561 | 12538 |
Largest Losing Trade | -13287 | -7046 | -13287 | -16869 | -12737 | -16869 |
Avg Bars in Trades | 183 | 166 | 199 | 183 | 166 | 199 |
Avg Bars in Winners | 265 | 263 | 266 | 265 | 263 | 266 |
Avg Bars in Losers | 120 | 115 | 127 | 120 | 115 | 127 |
Bars Traded | 24556 | 11160 | 13396 | 24556 | 11160 | 13396 |
Profit Streak | 16.9011 | 20.9115 | 16.9011 | 16.9011 | 20.9115 | 16.9011 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329694 | -112541 | -117863 | 259893 | -114013 | -176262 |
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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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