Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125738.3689 | 81515.5054 | 44222.8635 | 137500.0755 | 92222.5676 | 45277.5079 |
Total P&L (%) | 125.7384 | 81.5155 | 44.2229 | 137.5001 | 92.2226 | 45.2775 |
Avg Daily Profit (%) | 0.2414 | 0.1565 | 0.0849 | 0.1662 | 0.1255 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50637 | -35657 | -29399 | -102500 | -62013 | -75031 |
Profit Factor | 1.4712 | 1.6809 | 1.3006 | 1.3266 | 1.5102 | 1.1884 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 60.4396 | 60.8696 | 60 | 60.4396 | 60.8696 | 60 |
Ratio Avg Win / Avg Loss | 0.963 | 1.0806 | 0.8671 | 0.8683 | 0.9709 | 0.7923 |
Largest Winning Trade | 29158 | 23222 | 29158 | 46893 | 27186 | 46893 |
Largest Losing Trade | -21041 | -20466 | -21041 | -56044 | -25632 | -56044 |
Avg Bars in Trades | 269 | 265 | 272 | 269 | 265 | 272 |
Avg Bars in Winners | 207 | 214 | 199 | 207 | 214 | 199 |
Avg Bars in Losers | 364 | 346 | 382 | 364 | 346 | 382 |
Bars Traded | 24518 | 12234 | 12284 | 24518 | 12234 | 12284 |
Profit Streak | 3.7477 | 45.1852 | 0 | 3.7477 | 45.1852 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288450 | 422258 | -82228 | 233480 | -23300 | -113075 |
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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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