Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102093.0567 | 46421.3788 | 55671.6779 | 113193.9245 | 52085.0346 | 61108.8899 |
Total P&L (%) | 102.0931 | 46.4214 | 55.6717 | 113.1939 | 52.085 | 61.1089 |
Avg Daily Profit (%) | 0.392 | 0.1783 | 0.2138 | 0.2911 | 0.1611 | 0.1833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38876 | -36412 | -28918 | -93876 | -63982 | -63988 |
Profit Factor | 1.3943 | 1.3198 | 1.4895 | 1.2172 | 1.1749 | 1.2736 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 45.2381 | 40.4762 | 50 | 45.2381 | 40.4762 | 50 |
Ratio Avg Win / Avg Loss | 1.6879 | 1.9409 | 1.4895 | 1.4734 | 1.7277 | 1.2736 |
Largest Winning Trade | 30714 | 30714 | 19292 | 54150 | 54150 | 26762 |
Largest Losing Trade | -13037 | -13037 | -11780 | -20886 | -18689 | -20886 |
Avg Bars in Trades | 146 | 143 | 150 | 146 | 143 | 150 |
Avg Bars in Winners | 182 | 178 | 185 | 182 | 178 | 185 |
Avg Bars in Losers | 117 | 118 | 116 | 117 | 118 | 116 |
Bars Traded | 24683 | 12014 | 12669 | 24683 | 12014 | 12669 |
Profit Streak | 0 | 0 | 5.9677 | 0 | 0 | 5.9677 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311997 | 60161 | 251957 | 201969 | -26394 | 208125 |
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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) |
---|