Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101454.4405 | 31905.63 | 69548.8105 | 92708.7556 | 39583.6845 | 53125.0711 |
Total P&L (%) | 101.4544 | 31.9056 | 69.5488 | 92.7088 | 39.5837 | 53.1251 |
Avg Daily Profit (%) | 0.3896 | 0.1225 | 0.2671 | 0.2522 | 0.1281 | 0.1637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74649 | -37155 | -51249 | -154258 | -85736 | -102644 |
Profit Factor | 1.1842 | 1.1129 | 1.2595 | 1.1027 | 1.0867 | 1.119 |
Total Trades | 428 | 214 | 214 | 428 | 214 | 214 |
Winning Trades | 230 | 111 | 119 | 230 | 111 | 119 |
Losing Trades | 198 | 103 | 95 | 198 | 103 | 95 |
Profitability (%) | 53.7383 | 51.8692 | 55.6075 | 53.7383 | 51.8692 | 55.6075 |
Ratio Avg Win / Avg Loss | 1.0195 | 1.0327 | 1.0055 | 0.9492 | 1.0084 | 0.8933 |
Largest Winning Trade | 27898 | 14181 | 27898 | 37045 | 24681 | 37045 |
Largest Losing Trade | -16742 | -11889 | -16742 | -32855 | -28373 | -32855 |
Avg Bars in Trades | 57 | 57 | 57 | 57 | 57 | 57 |
Avg Bars in Winners | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Losers | 63 | 67 | 59 | 63 | 67 | 59 |
Bars Traded | 24655 | 12350 | 12305 | 24655 | 12350 | 12305 |
Profit Streak | 3.494 | 3.494 | 9.7544 | 3.494 | 3.494 | 9.7544 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7084 | -129596 | 344248 | -99668 | -150221 | -83539 |
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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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