Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97558.9786 | 57301.3013 | 40257.6773 | 93521.8221 | 55335.8281 | 38185.9939 |
Total P&L (%) | 97.559 | 57.3013 | 40.2577 | 93.5218 | 55.3358 | 38.186 |
Avg Daily Profit (%) | 0.3746 | 0.22 | 0.1546 | 0.2538 | 0.1693 | 0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54161 | -42786 | -37189 | -101556 | -59130 | -66241 |
Profit Factor | 1.325 | 1.3421 | 1.3034 | 1.1941 | 1.2101 | 1.1748 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 44.8485 | 39.759 | 50 | 44.8485 | 39.759 | 50 |
Ratio Avg Win / Avg Loss | 1.6294 | 2.0335 | 1.3034 | 1.4684 | 1.8334 | 1.1748 |
Largest Winning Trade | 32560 | 32560 | 16085 | 53040 | 53040 | 20799 |
Largest Losing Trade | -12878 | -12878 | -9924 | -22636 | -16397 | -22636 |
Avg Bars in Trades | 149 | 146 | 153 | 149 | 146 | 153 |
Avg Bars in Winners | 172 | 163 | 179 | 172 | 163 | 179 |
Avg Bars in Losers | 130 | 134 | 126 | 130 | 134 | 126 |
Bars Traded | 24697 | 12125 | 12571 | 24697 | 12125 | 12571 |
Profit Streak | 7.6616 | 8.1199 | 0 | 7.6616 | 8.1199 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309755 | 121029 | -715 | -832 | 71635 | -63609 |
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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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