Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105214.593 | 63030.3046 | 42184.2884 | 92473.9009 | 66630.0575 | 25843.8434 |
Total P&L (%) | 105.2146 | 63.0303 | 42.1843 | 92.4739 | 66.6301 | 25.8438 |
Avg Daily Profit (%) | 0.404 | 0.242 | 0.162 | 0.2518 | 0.1963 | 0.0883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41914 | -30590 | -43277 | -63907 | -44883 | -78943 |
Profit Factor | 1.2693 | 1.3045 | 1.2296 | 1.1491 | 1.2081 | 1.0861 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 53.6585 | 52.8455 | 54.4715 | 53.6585 | 52.8455 | 54.4715 |
Ratio Avg Win / Avg Loss | 1.0962 | 1.164 | 1.0277 | 0.9924 | 1.078 | 0.9078 |
Largest Winning Trade | 25805 | 25805 | 23372 | 28451 | 28451 | 25018 |
Largest Losing Trade | -30590 | -30590 | -23659 | -35721 | -29576 | -35721 |
Avg Bars in Trades | 100 | 104 | 95 | 100 | 104 | 95 |
Avg Bars in Winners | 98 | 103 | 94 | 98 | 103 | 94 |
Avg Bars in Losers | 101 | 106 | 96 | 101 | 106 | 96 |
Bars Traded | 24649 | 12907 | 11742 | 24649 | 12907 | 11742 |
Profit Streak | 0 | 0 | 7.7487 | 0 | 0 | 7.7487 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346570 | 229426 | 163985 | -49753 | 202768 | -206344 |
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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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