Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138438.6385 | 80365.0772 | 58073.5614 | 232021.5697 | 119328.3873 | 112693.1823 |
Total P&L (%) | 138.4386 | 80.3651 | 58.0736 | 232.0216 | 119.3284 | 112.6932 |
Avg Daily Profit (%) | 0.5316 | 0.3086 | 0.223 | 0.4619 | 0.302 | 0.2902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52257 | -29813 | -35170 | -45929 | -31756 | -31781 |
Profit Factor | 1.6891 | 1.7719 | 1.6 | 1.9648 | 1.9142 | 2.0248 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 149 | 78 | 71 | 149 | 78 | 71 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 74.8744 | 78 | 71.7172 | 74.8744 | 78 | 71.7172 |
Ratio Avg Win / Avg Loss | 0.5668 | 0.4998 | 0.631 | 0.6593 | 0.5399 | 0.7985 |
Largest Winning Trade | 11294 | 11294 | 7624 | 20054 | 20054 | 19077 |
Largest Losing Trade | -22010 | -18301 | -22010 | -22686 | -22665 | -22686 |
Avg Bars in Trades | 124 | 118 | 129 | 124 | 118 | 129 |
Avg Bars in Winners | 81 | 80 | 81 | 81 | 80 | 81 |
Avg Bars in Losers | 253 | 253 | 253 | 253 | 253 | 253 |
Bars Traded | 24750 | 11882 | 12868 | 24750 | 11882 | 12868 |
Profit Streak | 0 | 0 | 11.917 | 0 | 0 | 11.917 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494944 | 408809 | 351618 | 492643 | 416679 | 430443 |
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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) |
---|