Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96078.0609 | 47572.6508 | 48505.4101 | 103717.0286 | 54398.7044 | 49318.3242 |
Total P&L (%) | 96.0781 | 47.5727 | 48.5054 | 103.717 | 54.3987 | 49.3183 |
Avg Daily Profit (%) | 0.3689 | 0.1827 | 0.1863 | 0.2736 | 0.1669 | 0.1541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60637 | -59716 | -24906 | -75419 | -74104 | -41561 |
Profit Factor | 1.2339 | 1.1984 | 1.2838 | 1.1712 | 1.1544 | 1.1947 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 182 | 90 | 92 | 182 | 90 | 92 |
Losing Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Profitability (%) | 54.3284 | 53.8922 | 54.7619 | 54.3284 | 53.8922 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.0373 | 1.0253 | 1.0605 | 0.9846 | 0.9876 | 0.987 |
Largest Winning Trade | 17459 | 17459 | 9738 | 24707 | 24707 | 13976 |
Largest Losing Trade | -16219 | -16219 | -9761 | -22048 | -22048 | -14385 |
Avg Bars in Trades | 73 | 106 | 40 | 73 | 106 | 40 |
Avg Bars in Winners | 69 | 99 | 38 | 69 | 99 | 38 |
Avg Bars in Losers | 78 | 113 | 42 | 78 | 113 | 42 |
Bars Traded | 24562 | 17715 | 6847 | 24562 | 17715 | 6847 |
Profit Streak | 0 | 1.6635 | 0 | 0 | 1.6635 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347841 | 24825 | 200456 | -24660 | -49045 | -2605 |
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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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