Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407158.7515 | 285181.6428 | 121977.1087 | 946158.3821 | 400591.2096 | 545567.1725 |
Total P&L (%) | 407.1588 | 285.1816 | 121.9771 | 946.1584 | 400.5912 | 545.5672 |
Avg Daily Profit (%) | 0.3909 | 0.2738 | 0.1171 | 0.2256 | 0.1547 | 0.1792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91770 | -84017 | -63739 | -893089 | -860774 | -431065 |
Profit Factor | 1.5524 | 1.7947 | 1.3225 | 1.2721 | 1.2039 | 1.3608 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 62.1495 | 62.6168 | 61.6822 | 62.1495 | 62.6168 | 61.6822 |
Ratio Avg Win / Avg Loss | 0.9454 | 1.0715 | 0.8215 | 0.7747 | 0.7187 | 0.8453 |
Largest Winning Trade | 31260 | 31260 | 28499 | 282520 | 201682 | 282520 |
Largest Losing Trade | -55883 | -38549 | -55883 | -346593 | -346593 | -221878 |
Avg Bars in Trades | 114 | 125 | 103 | 114 | 125 | 103 |
Avg Bars in Winners | 105 | 115 | 94 | 105 | 115 | 94 |
Avg Bars in Losers | 129 | 143 | 116 | 129 | 143 | 116 |
Bars Traded | 24499 | 13475 | 11024 | 24499 | 13475 | 11024 |
Profit Streak | 21.5343 | 21.5343 | 21.7427 | 21.5343 | 21.5343 | 21.7427 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481473 | 448602 | -35828 | 383969 | 251295 | 321897 |
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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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