Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143937.8912 | 77589.0063 | 66348.8848 | 169518.8768 | 93035.9337 | 76482.9431 |
Total P&L (%) | 143.9379 | 77.589 | 66.3489 | 169.5189 | 93.0359 | 76.4829 |
Avg Daily Profit (%) | 0.2764 | 0.149 | 0.1274 | 0.1905 | 0.1264 | 0.1091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60391 | -60376 | -21269 | -143236 | -140079 | -61690 |
Profit Factor | 1.4005 | 1.4066 | 1.3937 | 1.23 | 1.2393 | 1.2196 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 42.2078 | 38.961 | 45.4545 | 42.2078 | 38.961 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9177 | 2.2036 | 1.6725 | 1.6841 | 1.9415 | 1.4635 |
Largest Winning Trade | 34493 | 34493 | 23864 | 53983 | 53983 | 52703 |
Largest Losing Trade | -14906 | -12151 | -14906 | -25979 | -25979 | -24330 |
Avg Bars in Trades | 157 | 148 | 166 | 157 | 148 | 166 |
Avg Bars in Winners | 250 | 240 | 258 | 250 | 240 | 258 |
Avg Bars in Losers | 90 | 90 | 90 | 90 | 90 | 90 |
Bars Traded | 24300 | 11456 | 12844 | 24300 | 11456 | 12844 |
Profit Streak | 11.5436 | 15.7727 | 11.5436 | 11.5436 | 15.7727 | 11.5436 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301702 | -38570 | -65090 | 237768 | -69742 | -91374 |
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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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