Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139071.5881 | 80537.998 | 58533.5901 | 205666.7306 | 153610.2772 | 52056.4533 |
Total P&L (%) | 139.0716 | 80.538 | 58.5336 | 205.6667 | 153.6103 | 52.0565 |
Avg Daily Profit (%) | 1.0012 | 0.5798 | 0.4214 | 0.8076 | 0.6722 | 0.3021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30049 | -29082 | -24112 | -86556 | -30928 | -80379 |
Profit Factor | 1.5955 | 1.7239 | 1.4787 | 1.4717 | 1.837 | 1.2062 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 60.733 | 61.0526 | 60.4167 | 60.733 | 61.0526 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.0316 | 1.0998 | 0.9688 | 0.9516 | 1.1719 | 0.7903 |
Largest Winning Trade | 19560 | 19560 | 12921 | 34401 | 34401 | 31497 |
Largest Losing Trade | -28796 | -28796 | -21155 | -63528 | -30640 | -63528 |
Avg Bars in Trades | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Winners | 64 | 63 | 64 | 64 | 63 | 64 |
Avg Bars in Losers | 72 | 73 | 71 | 72 | 73 | 71 |
Bars Traded | 12881 | 6403 | 6479 | 12881 | 6403 | 6479 |
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 | 555255 | 445476 | 271037 | 461977 | 481765 | 158865 |
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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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