Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96048.9563 | 59889.4528 | 36159.5036 | 77749.0395 | 59570.9356 | 18178.1039 |
Total P&L (%) | 96.049 | 59.8895 | 36.1595 | 77.749 | 59.5709 | 18.1781 |
Avg Daily Profit (%) | 0.3688 | 0.23 | 0.1389 | 0.2211 | 0.1796 | 0.0642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75073 | -51720 | -60647 | -183462 | -124368 | -139945 |
Profit Factor | 1.2043 | 1.2645 | 1.1483 | 1.0771 | 1.1269 | 1.0338 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 149 | 69 | 80 | 149 | 69 | 80 |
Losing Trades | 201 | 106 | 95 | 201 | 106 | 95 |
Profitability (%) | 42.5714 | 39.4286 | 45.7143 | 42.5714 | 39.4286 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.6246 | 1.9426 | 1.3636 | 1.453 | 1.7311 | 1.2276 |
Largest Winning Trade | 24990 | 21944 | 24990 | 54449 | 54449 | 36596 |
Largest Losing Trade | -16996 | -10186 | -16996 | -43987 | -23118 | -43987 |
Avg Bars in Trades | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Winners | 76 | 74 | 77 | 76 | 74 | 77 |
Avg Bars in Losers | 65 | 67 | 63 | 65 | 67 | 63 |
Bars Traded | 24543 | 12281 | 12262 | 24543 | 12281 | 12262 |
Profit Streak | 8.9933 | 9.8474 | 8.9933 | 8.9933 | 9.8474 | 8.9933 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315682 | 164878 | -69662 | -128786 | -76722 | -300790 |
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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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