Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90377.8783 | 51494.3425 | 38883.5358 | 94465.1897 | 70985.0766 | 23480.1131 |
Total P&L (%) | 90.3779 | 51.4943 | 38.8835 | 94.4652 | 70.9851 | 23.4801 |
Avg Daily Profit (%) | 0.347 | 0.1977 | 0.1493 | 0.2557 | 0.2062 | 0.081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54373 | -32288 | -59164 | -158470 | -98556 | -148570 |
Profit Factor | 1.2849 | 1.2846 | 1.2852 | 1.1459 | 1.2026 | 1.079 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 51.0989 | 48.3516 | 53.8462 | 51.0989 | 48.3516 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2296 | 1.3722 | 1.1016 | 1.0966 | 1.2846 | 0.9249 |
Largest Winning Trade | 15775 | 15775 | 14197 | 35019 | 35019 | 27271 |
Largest Losing Trade | -14565 | -14565 | -8607 | -21611 | -21012 | -21611 |
Avg Bars in Trades | 134 | 143 | 125 | 134 | 143 | 125 |
Avg Bars in Winners | 130 | 137 | 125 | 130 | 137 | 125 |
Avg Bars in Losers | 137 | 148 | 126 | 137 | 148 | 126 |
Bars Traded | 24460 | 13021 | 11439 | 24460 | 13021 | 11439 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308492 | 144369 | 98596 | -52230 | 173347 | -225818 |
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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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