Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145478.1265 | 69472.2166 | 76005.9099 | 223217.7415 | 130438.0873 | 92779.6542 |
Total P&L (%) | 145.4781 | 69.4722 | 76.0059 | 223.2177 | 130.4381 | 92.7797 |
Avg Daily Profit (%) | 0.5586 | 0.2668 | 0.2919 | 0.4515 | 0.3211 | 0.2524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38644 | -52437 | -40695 | -44267 | -55646 | -43472 |
Profit Factor | 1.5376 | 1.5004 | 1.5769 | 1.6564 | 1.7832 | 1.5347 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 38.8571 | 36.7816 | 40.9091 | 38.8571 | 36.7816 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.4195 | 2.5788 | 2.2778 | 2.6064 | 3.0649 | 2.2168 |
Largest Winning Trade | 30109 | 30109 | 15021 | 50029 | 50029 | 24009 |
Largest Losing Trade | -12785 | -7736 | -12785 | -15810 | -9230 | -15810 |
Avg Bars in Trades | 140 | 138 | 142 | 140 | 138 | 142 |
Avg Bars in Winners | 228 | 232 | 225 | 228 | 232 | 225 |
Avg Bars in Losers | 84 | 83 | 84 | 84 | 83 | 84 |
Bars Traded | 24547 | 12017 | 12530 | 24547 | 12017 | 12530 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306767 | 133868 | 217574 | 291440 | 186489 | 196129 |
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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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