Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81235.6408 | 2684.4168 | 78551.224 | 91697.411 | 3952.3504 | 87745.0605 |
Total P&L (%) | 81.2356 | 2.6844 | 78.5512 | 91.6974 | 3.9524 | 87.7451 |
Avg Daily Profit (%) | 0.3119 | 0.0103 | 0.3016 | 0.2502 | 0.0149 | 0.2422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29729 | -23104 | -25725 | -56706 | -41274 | -53767 |
Profit Factor | 1.3683 | 1.0219 | 1.8032 | 1.2497 | 1.0202 | 1.5101 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 43.5897 | 40.2062 | 46.9388 | 43.5897 | 40.2062 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.7708 | 1.5197 | 2.0384 | 1.6172 | 1.5173 | 1.707 |
Largest Winning Trade | 17937 | 12223 | 17937 | 23461 | 23461 | 20454 |
Largest Losing Trade | -12938 | -12938 | -8168 | -20383 | -20383 | -16570 |
Avg Bars in Trades | 126 | 152 | 100 | 126 | 152 | 100 |
Avg Bars in Winners | 139 | 169 | 113 | 139 | 169 | 113 |
Avg Bars in Losers | 117 | 141 | 90 | 117 | 141 | 90 |
Bars Traded | 24707 | 14812 | 9895 | 24707 | 14812 | 9895 |
Profit Streak | 0 | 1.9257 | 0 | 0 | 1.9257 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263629 | -547840 | 325131 | 218526 | -543523 | 272935 |
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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) |
---|