Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99890.8411 | 32214.0764 | 67676.7648 | 98259.4811 | 42805.6932 | 55453.7879 |
Total P&L (%) | 99.8908 | 32.2141 | 67.6768 | 98.2595 | 42.8057 | 55.4538 |
Avg Daily Profit (%) | 0.3836 | 0.1237 | 0.2599 | 0.2632 | 0.1369 | 0.1696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36761 | -28533 | -28235 | -52831 | -38926 | -48890 |
Profit Factor | 1.3067 | 1.2243 | 1.3717 | 1.2202 | 1.221 | 1.2196 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 49.697 | 50.6024 | 48.7805 | 49.697 | 50.6024 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.3226 | 1.1951 | 1.4403 | 1.2351 | 1.1919 | 1.2805 |
Largest Winning Trade | 30378 | 25523 | 30378 | 32115 | 32115 | 27503 |
Largest Losing Trade | -15520 | -8041 | -15520 | -25058 | -12016 | -25058 |
Avg Bars in Trades | 149 | 157 | 140 | 149 | 157 | 140 |
Avg Bars in Winners | 172 | 179 | 165 | 172 | 179 | 165 |
Avg Bars in Losers | 126 | 136 | 116 | 126 | 136 | 116 |
Bars Traded | 24625 | 13111 | 11514 | 24625 | 13111 | 11514 |
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 | 311971 | -32815 | 78195 | 255887 | -14271 | -344 |
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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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