Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105141.5605 | 54406.9675 | 50734.593 | 121977.9092 | 74421.7134 | 47556.1959 |
Total P&L (%) | 105.1416 | 54.407 | 50.7346 | 121.9779 | 74.4217 | 47.5562 |
Avg Daily Profit (%) | 0.4037 | 0.2089 | 0.1948 | 0.3067 | 0.2138 | 0.1495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31752 | -44094 | -29974 | -53559 | -51227 | -55930 |
Profit Factor | 1.4528 | 1.4346 | 1.4741 | 1.3573 | 1.4177 | 1.2913 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 44.7619 | 41.5094 | 48.0769 | 44.7619 | 41.5094 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.7928 | 2.0215 | 1.592 | 1.6749 | 1.9977 | 1.3946 |
Largest Winning Trade | 24889 | 24889 | 20378 | 36490 | 36490 | 27834 |
Largest Losing Trade | -11129 | -11129 | -9082 | -15263 | -13282 | -15263 |
Avg Bars in Trades | 232 | 245 | 219 | 232 | 245 | 219 |
Avg Bars in Winners | 316 | 352 | 285 | 316 | 352 | 285 |
Avg Bars in Losers | 164 | 170 | 158 | 164 | 170 | 158 |
Bars Traded | 24446 | 13031 | 11415 | 24446 | 13031 | 11415 |
Profit Streak | 4.7735 | 10.6797 | 0 | 4.7735 | 10.6797 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318308 | -174980 | -173647 | 267427 | -174002 | -177190 |
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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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