Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122777.3069 | 62394.757 | 60382.5499 | 164297.1817 | 111460.5777 | 52836.604 |
Total P&L (%) | 122.7773 | 62.3948 | 60.3826 | 164.2972 | 111.4606 | 52.8366 |
Avg Daily Profit (%) | 0.4715 | 0.2396 | 0.2319 | 0.3739 | 0.288 | 0.163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31499 | -25853 | -21555 | -50489 | -41214 | -53424 |
Profit Factor | 1.5328 | 1.5058 | 1.5639 | 1.3734 | 1.4929 | 1.247 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 47.8632 | 46.5517 | 49.1525 | 47.8632 | 46.5517 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.6697 | 1.7289 | 1.6178 | 1.496 | 1.714 | 1.29 |
Largest Winning Trade | 24218 | 24218 | 23407 | 39759 | 39759 | 29299 |
Largest Losing Trade | -10801 | -9051 | -10801 | -21875 | -14946 | -21875 |
Avg Bars in Trades | 210 | 222 | 198 | 210 | 222 | 198 |
Avg Bars in Winners | 240 | 260 | 222 | 240 | 260 | 222 |
Avg Bars in Losers | 182 | 188 | 175 | 182 | 188 | 175 |
Bars Traded | 24602 | 12885 | 11717 | 24602 | 12885 | 11717 |
Profit Streak | 0 | 3.8577 | 0 | 0 | 3.8577 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383152 | -173238 | -168345 | 278058 | -172397 | -172484 |
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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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