Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138657.8076 | 69025.4436 | 69632.3639 | 216232.2388 | 144541.7166 | 71690.5222 |
Total P&L (%) | 138.6578 | 69.0254 | 69.6324 | 216.2322 | 144.5417 | 71.6905 |
Avg Daily Profit (%) | 0.5324 | 0.2651 | 0.2674 | 0.4431 | 0.344 | 0.2078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30278 | -26987 | -20713 | -47796 | -36746 | -56614 |
Profit Factor | 1.6959 | 1.6304 | 1.7758 | 1.5677 | 1.7468 | 1.3826 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 48.5149 | 44 | 52.9412 | 48.5149 | 44 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.7997 | 2.0751 | 1.5784 | 1.6637 | 2.2232 | 1.229 |
Largest Winning Trade | 24750 | 24750 | 16315 | 54795 | 54795 | 36629 |
Largest Losing Trade | -10289 | -10289 | -10022 | -25202 | -19059 | -25202 |
Avg Bars in Trades | 243 | 258 | 228 | 243 | 258 | 228 |
Avg Bars in Winners | 291 | 331 | 259 | 291 | 331 | 259 |
Avg Bars in Losers | 198 | 201 | 194 | 198 | 201 | 194 |
Bars Traded | 24608 | 12936 | 11672 | 24608 | 12936 | 11672 |
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 | 430977 | -172585 | -169529 | 389709 | -171621 | -172793 |
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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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