Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133774.6093 | 90902.2278 | 42872.3815 | 161218.7451 | 135603.1841 | 25615.5609 |
Total P&L (%) | 133.7746 | 90.9022 | 42.8724 | 161.2187 | 135.6032 | 25.6156 |
Avg Daily Profit (%) | 0.5137 | 0.3491 | 0.1646 | 0.3694 | 0.3296 | 0.0876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29873 | -23360 | -34582 | -69893 | -53432 | -56554 |
Profit Factor | 1.3623 | 1.514 | 1.2229 | 1.2019 | 1.3487 | 1.0625 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 151 | 68 | 83 | 151 | 68 | 83 |
Losing Trades | 230 | 122 | 108 | 230 | 122 | 108 |
Profitability (%) | 39.6325 | 35.7895 | 43.4555 | 39.6325 | 35.7895 | 43.4555 |
Ratio Avg Win / Avg Loss | 2.0751 | 2.7163 | 1.5912 | 1.8307 | 2.4197 | 1.3826 |
Largest Winning Trade | 51546 | 51546 | 26786 | 51312 | 51312 | 29415 |
Largest Losing Trade | -14862 | -9023 | -14862 | -19706 | -14572 | -19706 |
Avg Bars in Trades | 64 | 55 | 73 | 64 | 55 | 73 |
Avg Bars in Winners | 110 | 101 | 117 | 110 | 101 | 117 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 24595 | 10636 | 13959 | 24595 | 10636 | 13959 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303931 | 176956 | 92863 | 224228 | 134600 | -234748 |
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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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