Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97474.4615 | 50557.8567 | 46916.6048 | 107038.2946 | 69993.7475 | 37044.5471 |
Total P&L (%) | 97.4745 | 50.5579 | 46.9166 | 107.0383 | 69.9937 | 37.0445 |
Avg Daily Profit (%) | 0.3743 | 0.1941 | 0.1802 | 0.2798 | 0.204 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55836 | -50905 | -18582 | -51619 | -46439 | -21755 |
Profit Factor | 1.4179 | 1.3495 | 1.5298 | 1.4508 | 1.4938 | 1.3872 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 61.3636 | 57.5758 | 65.1515 | 61.3636 | 57.5758 | 65.1515 |
Ratio Avg Win / Avg Loss | 0.8928 | 0.9943 | 0.8182 | 0.9135 | 1.1007 | 0.742 |
Largest Winning Trade | 17801 | 17801 | 8962 | 25675 | 25675 | 7714 |
Largest Losing Trade | -31083 | -31083 | -13934 | -25943 | -25943 | -16147 |
Avg Bars in Trades | 187 | 302 | 72 | 187 | 302 | 72 |
Avg Bars in Winners | 135 | 220 | 60 | 135 | 220 | 60 |
Avg Bars in Losers | 269 | 413 | 94 | 269 | 413 | 94 |
Bars Traded | 24740 | 19964 | 4776 | 24740 | 19964 | 4776 |
Profit Streak | 0 | 10.8604 | 0 | 0 | 10.8604 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312335 | -118022 | -117946 | 290506 | -114094 | -158507 |
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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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