Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524383.7131 | 400861.7263 | 123521.9868 | 256693.4915 | 151762.5754 | 104930.9161 |
Total P&L (%) | 524.3837 | 400.8617 | 123.522 | 256.6935 | 151.7626 | 104.9309 |
Avg Daily Profit (%) | 0.3001 | 0.2294 | 0.0707 | 0.0728 | 0.0529 | 0.0411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131395 | -144186 | -75975 | -248862 | -288097 | -189301 |
Profit Factor | 1.6472 | 1.9031 | 1.3372 | 1.1433 | 1.1544 | 1.1297 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
Profitability (%) | 37.2671 | 29.6296 | 45 | 37.2671 | 29.6296 | 45 |
Ratio Avg Win / Avg Loss | 2.7728 | 4.5199 | 1.6343 | 1.9245 | 2.7417 | 1.3808 |
Largest Winning Trade | 232061 | 232061 | 58076 | 225555 | 225555 | 88573 |
Largest Losing Trade | -37101 | -29913 | -37101 | -90763 | -69054 | -90763 |
Avg Bars in Trades | 127 | 114 | 139 | 127 | 114 | 139 |
Avg Bars in Winners | 214 | 198 | 225 | 214 | 198 | 225 |
Avg Bars in Losers | 75 | 79 | 69 | 75 | 79 | 69 |
Bars Traded | 20475 | 9279 | 11196 | 20475 | 9279 | 11196 |
Profit Streak | 21.4492 | 31.9492 | 0 | 21.4492 | 31.9492 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304401 | -9341 | -118517 | -161093 | -192731 | -237242 |
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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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