Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96109.1704 | 47548.0685 | 48561.1019 | 104747.7688 | 71297.8355 | 33449.9333 |
Total P&L (%) | 96.1092 | 47.5481 | 48.5611 | 104.7478 | 71.2978 | 33.4499 |
Avg Daily Profit (%) | 0.3691 | 0.1826 | 0.1865 | 0.2756 | 0.2069 | 0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22278 | -25086 | -26358 | -34710 | -29138 | -45148 |
Profit Factor | 1.4105 | 1.536 | 1.3339 | 1.295 | 1.546 | 1.149 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 43.9394 | 42.4242 | 45.4545 | 43.9394 | 42.4242 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.7996 | 2.0845 | 1.6007 | 1.6522 | 2.0981 | 1.3788 |
Largest Winning Trade | 31453 | 25777 | 31453 | 30229 | 30229 | 30096 |
Largest Losing Trade | -11979 | -6651 | -11979 | -20398 | -7152 | -20398 |
Avg Bars in Trades | 123 | 49 | 196 | 123 | 49 | 196 |
Avg Bars in Winners | 210 | 71 | 339 | 210 | 71 | 339 |
Avg Bars in Losers | 54 | 33 | 77 | 54 | 33 | 77 |
Bars Traded | 24375 | 4910 | 19465 | 24375 | 4910 | 19465 |
Profit Streak | 5.8101 | 6.2268 | 5.8101 | 5.8101 | 6.2268 | 5.8101 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353180 | 183349 | 168975 | 299000 | 248877 | -107201 |
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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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