Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105450.067 | 78178.3575 | 27271.7095 | 143545.832 | 119640.4755 | 23905.3565 |
Total P&L (%) | 105.4501 | 78.1784 | 27.2717 | 143.5458 | 119.6405 | 23.9054 |
Avg Daily Profit (%) | 0.4049 | 0.3002 | 0.1047 | 0.3424 | 0.3026 | 0.0823 |
Buy And Hold Return (%) | 30.6834 | 30.6834 | 30.6834 | 30.6834 | 30.6834 | 30.6834 |
Max Trade Drawdown | -30533 | -35881 | -14620 | -48089 | -36436 | -32335 |
Profit Factor | 1.4532 | 1.5137 | 1.3389 | 1.4086 | 1.5404 | 1.184 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 58.9212 | 58.3333 | 59.5041 | 58.9212 | 58.3333 | 59.5041 |
Ratio Avg Win / Avg Loss | 1.0132 | 1.0812 | 0.9112 | 0.982 | 1.1003 | 0.8058 |
Largest Winning Trade | 18818 | 18818 | 5701 | 19856 | 19856 | 7862 |
Largest Losing Trade | -19903 | -19903 | -6964 | -20876 | -20876 | -14688 |
Avg Bars in Trades | 100 | 168 | 32 | 100 | 168 | 32 |
Avg Bars in Winners | 82 | 136 | 30 | 82 | 136 | 30 |
Avg Bars in Losers | 125 | 212 | 36 | 125 | 212 | 36 |
Bars Traded | 24110 | 20174 | 3936 | 24110 | 20174 | 3936 |
Profit Streak | 10.6143 | 10.6143 | 10.8018 | 10.6143 | 10.6143 | 10.8018 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368093 | 232304 | -219600 | 318761 | 282160 | -267935 |
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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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