Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106437.1454 | 60402.4798 | 46034.6656 | 136578.614 | 103968.0836 | 32610.5304 |
Total P&L (%) | 106.4371 | 60.4025 | 46.0347 | 136.5786 | 103.9681 | 32.6105 |
Avg Daily Profit (%) | 0.4087 | 0.2319 | 0.1768 | 0.3312 | 0.2741 | 0.1084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46222 | -30530 | -27128 | -84646 | -56684 | -74359 |
Profit Factor | 1.6805 | 1.7182 | 1.6366 | 1.4528 | 1.6984 | 1.2134 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 59.4059 | 56 | 62.7451 | 59.4059 | 56 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.1483 | 1.35 | 0.9717 | 0.9927 | 1.3345 | 0.7205 |
Largest Winning Trade | 26225 | 23018 | 26225 | 38778 | 38778 | 31681 |
Largest Losing Trade | -17156 | -11178 | -17156 | -47894 | -23994 | -47894 |
Avg Bars in Trades | 239 | 226 | 252 | 239 | 226 | 252 |
Avg Bars in Winners | 246 | 254 | 239 | 246 | 254 | 239 |
Avg Bars in Losers | 230 | 191 | 274 | 230 | 191 | 274 |
Bars Traded | 24226 | 11332 | 12894 | 24226 | 11332 | 12894 |
Profit Streak | 0 | 21.1031 | 0 | 0 | 21.1031 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416524 | -170219 | -173740 | 294693 | -169258 | -233009 |
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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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