Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98683.1598 | 60429.9294 | 38253.2305 | 121807.9435 | 68236.7329 | 53571.2106 |
Total P&L (%) | 98.6832 | 60.4299 | 38.2532 | 121.8079 | 68.2367 | 53.5712 |
Avg Daily Profit (%) | 0.3789 | 0.232 | 0.1469 | 0.3064 | 0.2 | 0.1649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58997 | -27126 | -37338 | -48757 | -21644 | -33466 |
Profit Factor | 1.468 | 1.5358 | 1.3901 | 1.6155 | 1.6514 | 1.5751 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 71.8954 | 71.4286 | 72.3684 | 71.8954 | 71.4286 | 72.3684 |
Ratio Avg Win / Avg Loss | 0.5739 | 0.6143 | 0.5308 | 0.6315 | 0.6606 | 0.6014 |
Largest Winning Trade | 11317 | 11317 | 6581 | 14330 | 14330 | 9774 |
Largest Losing Trade | -24316 | -17749 | -24316 | -24371 | -12117 | -24371 |
Avg Bars in Trades | 161 | 160 | 163 | 161 | 160 | 163 |
Avg Bars in Winners | 115 | 116 | 113 | 115 | 116 | 113 |
Avg Bars in Losers | 281 | 271 | 293 | 281 | 271 | 293 |
Bars Traded | 24771 | 12381 | 12389 | 24771 | 12381 | 12389 |
Profit Streak | 0 | 0 | 14.0482 | 0 | 0 | 14.0482 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390206 | -33182 | -46542 | 397990 | -32445 | -39856 |
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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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