Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72358.3304 | 53108.8658 | 19249.4646 | 37452.1885 | 53980.0387 | -16527.8502 |
Total P&L (%) | 72.3583 | 53.1089 | 19.2495 | 37.4522 | 53.98 | -16.5279 |
Avg Daily Profit (%) | 0.8335 | 0.6118 | 0.2217 | 0.3671 | 0.4985 | -0.2079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54925 | -29218 | -34096 | -43512 | -24436 | -36678 |
Profit Factor | 1.2949 | 1.4846 | 1.1418 | 1.1805 | 1.6504 | 0.8672 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Losing Trades | 174 | 85 | 89 | 174 | 85 | 89 |
Profitability (%) | 40.8163 | 42.1769 | 39.4558 | 40.8163 | 42.1769 | 39.4558 |
Ratio Avg Win / Avg Loss | 1.8776 | 2.0353 | 1.752 | 1.7117 | 2.2626 | 1.3308 |
Largest Winning Trade | 74105 | 74105 | 62096 | 74848 | 74848 | 38692 |
Largest Losing Trade | -20857 | -4670 | -20857 | -36678 | -4574 | -36678 |
Avg Bars in Trades | 84 | 88 | 79 | 84 | 88 | 79 |
Avg Bars in Winners | 115 | 118 | 112 | 115 | 118 | 112 |
Avg Bars in Losers | 62 | 66 | 59 | 62 | 66 | 59 |
Bars Traded | 24780 | 13021 | 11759 | 24780 | 13021 | 11759 |
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 | 358622 | 268601 | -69257 | -18248 | 264729 | -585323 |
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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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