Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72288.7522 | 46370.7303 | 25918.0219 | 46020.2385 | 31829.7834 | 14190.4552 |
Total P&L (%) | 72.2888 | 46.3707 | 25.918 | 46.0202 | 31.8298 | 14.1905 |
Avg Daily Profit (%) | 0.2776 | 0.1781 | 0.0995 | 0.1455 | 0.1062 | 0.051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50516 | -48374 | -53947 | -69207 | -64961 | -81110 |
Profit Factor | 1.2107 | 1.2497 | 1.1647 | 1.0979 | 1.1255 | 1.0655 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 54.2373 | 51.6854 | 56.8182 | 54.2373 | 51.6854 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.0215 | 1.1682 | 0.8852 | 0.9263 | 1.0521 | 0.8098 |
Largest Winning Trade | 23359 | 23359 | 20308 | 26051 | 26051 | 19747 |
Largest Losing Trade | -24200 | -18664 | -24200 | -31768 | -23788 | -31768 |
Avg Bars in Trades | 137 | 141 | 132 | 137 | 141 | 132 |
Avg Bars in Winners | 109 | 111 | 108 | 109 | 111 | 108 |
Avg Bars in Losers | 170 | 174 | 165 | 170 | 174 | 165 |
Bars Traded | 24327 | 12635 | 11693 | 24327 | 12635 | 11693 |
Profit Streak | 4.7367 | 4.7576 | 4.7367 | 4.7367 | 4.7576 | 4.7367 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333628 | 180567 | -104986 | -113619 | -137172 | -310772 |
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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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