Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136905.6802 | 62693.5629 | 74212.1173 | 133074.482 | 49742.4875 | 83331.9945 |
Total P&L (%) | 136.9057 | 62.6936 | 74.2121 | 133.0745 | 49.7425 | 83.332 |
Avg Daily Profit (%) | 0.2629 | 0.1204 | 0.1425 | 0.1626 | 0.0776 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87215 | -83183 | -26486 | -227619 | -228595 | -58839 |
Profit Factor | 1.2864 | 1.2557 | 1.3187 | 1.1448 | 1.106 | 1.1854 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 45.6432 | 42.5 | 48.7603 | 45.6432 | 42.5 | 48.7603 |
Ratio Avg Win / Avg Loss | 1.532 | 1.6989 | 1.3858 | 1.3634 | 1.4964 | 1.2456 |
Largest Winning Trade | 43324 | 43324 | 22916 | 69775 | 69775 | 62849 |
Largest Losing Trade | -17170 | -17170 | -14821 | -27846 | -26909 | -27846 |
Avg Bars in Trades | 102 | 98 | 106 | 102 | 98 | 106 |
Avg Bars in Winners | 144 | 141 | 147 | 144 | 141 | 147 |
Avg Bars in Losers | 67 | 66 | 68 | 67 | 66 | 68 |
Bars Traded | 24700 | 11788 | 12912 | 24700 | 11788 | 12912 |
Profit Streak | 8.2439 | 9.8689 | 8.2439 | 8.2439 | 9.8689 | 8.2439 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338245 | -34050 | -3234 | -53779 | -196859 | -54781 |
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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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