Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183426.0968 | 85461.8325 | 97964.2642 | 212744.0094 | 99636.111 | 113107.8985 |
Total P&L (%) | 183.4261 | 85.4618 | 97.9643 | 212.744 | 99.6361 | 113.1079 |
Avg Daily Profit (%) | 0.1761 | 0.082 | 0.0941 | 0.1095 | 0.0664 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102076 | -63172 | -76779 | -144895 | -81593 | -108078 |
Profit Factor | 1.3338 | 1.3445 | 1.3251 | 1.2378 | 1.2638 | 1.2188 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 151 | 73 | 78 | 151 | 73 | 78 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 58.3012 | 56.5891 | 60 | 58.3012 | 56.5891 | 60 |
Ratio Avg Win / Avg Loss | 0.954 | 1.0314 | 0.8834 | 0.8853 | 0.9695 | 0.8125 |
Largest Winning Trade | 26296 | 21580 | 26296 | 63330 | 43331 | 63330 |
Largest Losing Trade | -27219 | -16715 | -27219 | -76816 | -53455 | -76816 |
Avg Bars in Trades | 95 | 94 | 96 | 95 | 94 | 96 |
Avg Bars in Winners | 90 | 96 | 85 | 90 | 96 | 85 |
Avg Bars in Losers | 102 | 92 | 112 | 102 | 92 | 112 |
Bars Traded | 24749 | 12216 | 12533 | 24749 | 12216 | 12533 |
Profit Streak | 6.6006 | 0 | 19.0172 | 6.6006 | 0 | 19.0172 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329784 | -82412 | -66683 | -45615 | -105445 | -95844 |
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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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