Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117528.4484 | 57382.8767 | 60145.5717 | 143616.6451 | 69085.7021 | 74530.943 |
Total P&L (%) | 117.5284 | 57.3829 | 60.1456 | 143.6166 | 69.0857 | 74.5309 |
Avg Daily Profit (%) | 0.4513 | 0.2203 | 0.231 | 0.3425 | 0.2019 | 0.2141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51072 | -28667 | -35638 | -143606 | -87775 | -89248 |
Profit Factor | 1.4446 | 1.4006 | 1.4965 | 1.2763 | 1.2471 | 1.3102 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 46.4516 | 45.4545 | 47.4359 | 46.4516 | 45.4545 | 47.4359 |
Ratio Avg Win / Avg Loss | 1.6653 | 1.6808 | 1.6583 | 1.4712 | 1.4965 | 1.4518 |
Largest Winning Trade | 38241 | 38241 | 17936 | 64547 | 64547 | 29351 |
Largest Losing Trade | -11822 | -11822 | -11132 | -27389 | -18058 | -27389 |
Avg Bars in Trades | 158 | 152 | 163 | 158 | 152 | 163 |
Avg Bars in Winners | 183 | 158 | 206 | 183 | 158 | 206 |
Avg Bars in Losers | 136 | 147 | 124 | 136 | 147 | 124 |
Bars Traded | 24520 | 11754 | 12765 | 24520 | 11754 | 12765 |
Profit Streak | 0 | 3.7423 | 0 | 0 | 3.7423 | 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 | 355833 | -36815 | -27226 | 245325 | -38242 | -28963 |
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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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