Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75043.9248 | 49774.1172 | 25269.8076 | 82722.5446 | 49567.7017 | 33154.8429 |
Total P&L (%) | 75.0439 | 49.7741 | 25.2698 | 82.7225 | 49.5677 | 33.1548 |
Avg Daily Profit (%) | 0.8645 | 0.5734 | 0.2911 | 0.6968 | 0.4648 | 0.3304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22771 | -17598 | -16311 | -30052 | -18863 | -26664 |
Profit Factor | 1.4285 | 1.5848 | 1.2808 | 1.414 | 1.5125 | 1.3216 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Profitability (%) | 35.2941 | 35.2941 | 35.2941 | 35.2941 | 35.2941 | 35.2941 |
Ratio Avg Win / Avg Loss | 2.619 | 2.9054 | 2.3481 | 2.5924 | 2.773 | 2.423 |
Largest Winning Trade | 39952 | 39952 | 21962 | 42762 | 42762 | 33155 |
Largest Losing Trade | -8094 | -5204 | -8094 | -13097 | -7739 | -13097 |
Avg Bars in Trades | 103 | 106 | 100 | 103 | 106 | 100 |
Avg Bars in Winners | 199 | 208 | 189 | 199 | 208 | 189 |
Avg Bars in Losers | 51 | 51 | 51 | 51 | 51 | 51 |
Bars Traded | 24661 | 12713 | 11948 | 24661 | 12713 | 11948 |
Profit Streak | 0 | 0 | 1.2529 | 0 | 0 | 1.2529 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301160 | 161657 | -4675 | 264202 | 111705 | -3389 |
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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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