Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118131.9607 | 70050.5903 | 48081.3704 | 120644.4821 | 64837.1697 | 55807.3124 |
Total P&L (%) | 118.132 | 70.0506 | 48.0814 | 120.6445 | 64.8372 | 55.8073 |
Avg Daily Profit (%) | 0.4536 | 0.269 | 0.1846 | 0.3043 | 0.1921 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64122 | -55678 | -47908 | -163445 | -126673 | -106940 |
Profit Factor | 1.3358 | 1.3782 | 1.2888 | 1.1565 | 1.1542 | 1.1593 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 149 | 72 | 77 | 149 | 72 | 77 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 61.8257 | 60 | 63.6364 | 61.8257 | 60 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.8248 | 0.9188 | 0.7364 | 0.7141 | 0.7695 | 0.6624 |
Largest Winning Trade | 43903 | 43903 | 18767 | 65085 | 65085 | 40036 |
Largest Losing Trade | -25538 | -25538 | -24568 | -71102 | -71102 | -58568 |
Avg Bars in Trades | 102 | 106 | 98 | 102 | 106 | 98 |
Avg Bars in Winners | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Losers | 141 | 145 | 137 | 141 | 145 | 137 |
Bars Traded | 24612 | 12729 | 11883 | 24612 | 12729 | 11883 |
Profit Streak | 4.0206 | 0 | 6.2081 | 4.0206 | 0 | 6.2081 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346418 | 243753 | 203079 | -40328 | -45700 | -39266 |
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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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