Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112837.2291 | 64334.4517 | 48502.7774 | 166319.3674 | 99344.9463 | 66974.4211 |
Total P&L (%) | 112.8372 | 64.3345 | 48.5028 | 166.3194 | 99.3449 | 66.9744 |
Avg Daily Profit (%) | 0.4333 | 0.247 | 0.1862 | 0.3768 | 0.2653 | 0.1971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30842 | -24638 | -17751 | -29642 | -27698 | -30918 |
Profit Factor | 1.5914 | 1.6339 | 1.5431 | 1.6566 | 1.8247 | 1.5042 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 66 | 66.6667 | 65.3333 | 66 | 66.6667 | 65.3333 |
Ratio Avg Win / Avg Loss | 0.8198 | 0.817 | 0.8188 | 0.8534 | 0.9124 | 0.7981 |
Largest Winning Trade | 12854 | 12854 | 6839 | 17869 | 15714 | 17869 |
Largest Losing Trade | -17019 | -17019 | -9344 | -22782 | -17504 | -22782 |
Avg Bars in Trades | 164 | 156 | 173 | 164 | 156 | 173 |
Avg Bars in Winners | 126 | 124 | 128 | 126 | 124 | 128 |
Avg Bars in Losers | 240 | 220 | 260 | 240 | 220 | 260 |
Bars Traded | 24745 | 11708 | 13036 | 24745 | 11708 | 13036 |
Profit Streak | 0 | 0 | 5.0251 | 0 | 0 | 5.0251 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405995 | -47953 | -49431 | 394450 | -47052 | -48312 |
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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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