Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175556.4908 | 80407.7109 | 95148.7799 | 242485.0046 | 94410.9227 | 148074.0819 |
Total P&L (%) | 175.5565 | 80.4077 | 95.1488 | 242.485 | 94.4109 | 148.0741 |
Avg Daily Profit (%) | 0.3371 | 0.1544 | 0.1827 | 0.2366 | 0.1277 | 0.1746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66142 | -57627 | -33715 | -195792 | -206968 | -144373 |
Profit Factor | 1.3952 | 1.3398 | 1.4583 | 1.2052 | 1.15 | 1.2681 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 44.6701 | 44.898 | 44.4444 | 44.6701 | 44.898 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.7281 | 1.6443 | 1.8229 | 1.4928 | 1.4114 | 1.5851 |
Largest Winning Trade | 29027 | 29027 | 24401 | 84551 | 84551 | 59794 |
Largest Losing Trade | -14243 | -10387 | -14243 | -43253 | -39105 | -43253 |
Avg Bars in Trades | 125 | 128 | 123 | 125 | 128 | 123 |
Avg Bars in Winners | 180 | 178 | 181 | 180 | 178 | 181 |
Avg Bars in Losers | 82 | 87 | 77 | 82 | 87 | 77 |
Bars Traded | 24806 | 12592 | 12214 | 24806 | 12592 | 12214 |
Profit Streak | 6.899 | 7.0865 | 6.899 | 6.899 | 7.0865 | 6.899 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364151 | 234246 | 262838 | 251451 | -80204 | 218500 |
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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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