Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126135.107 | 92673.4565 | 33461.6505 | 126669.8409 | 121349.5482 | 5320.2928 |
Total P&L (%) | 126.1351 | 92.6735 | 33.4617 | 126.6698 | 121.3495 | 5.3203 |
Avg Daily Profit (%) | 0.4844 | 0.3559 | 0.1285 | 0.3147 | 0.3056 | 0.0199 |
Buy And Hold Return (%) | 20.2991 | 20.2991 | 20.2991 | 20.2991 | 20.2991 | 20.2991 |
Max Trade Drawdown | -33091 | -24600 | -23621 | -64621 | -33305 | -47557 |
Profit Factor | 1.5579 | 1.9075 | 1.2699 | 1.3082 | 1.6847 | 1.0228 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 41.2121 | 40.9639 | 41.4634 | 41.2121 | 40.9639 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.2222 | 2.7491 | 1.7928 | 1.8662 | 2.4279 | 1.4439 |
Largest Winning Trade | 62678 | 62678 | 31761 | 75038 | 75038 | 48308 |
Largest Losing Trade | -17887 | -9298 | -17887 | -38703 | -15950 | -38703 |
Avg Bars in Trades | 147 | 130 | 164 | 147 | 130 | 164 |
Avg Bars in Winners | 242 | 233 | 252 | 242 | 233 | 252 |
Avg Bars in Losers | 80 | 59 | 102 | 80 | 59 | 102 |
Bars Traded | 24353 | 10862 | 13491 | 24353 | 10862 | 13491 |
Profit Streak | 9.7906 | 9.8947 | 0 | 9.7906 | 9.8947 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324500 | 241859 | -38880 | 218021 | 248287 | -536701 |
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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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