Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130975.9466 | 65568.301 | 65407.6456 | 218569.0043 | 115218.363 | 103350.6413 |
Total P&L (%) | 130.9759 | 65.5683 | 65.4076 | 218.569 | 115.2184 | 103.3506 |
Avg Daily Profit (%) | 0.5029 | 0.2518 | 0.2512 | 0.4459 | 0.2948 | 0.2729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34998 | -21611 | -24027 | -31333 | -23095 | -22746 |
Profit Factor | 1.5962 | 1.531 | 1.6797 | 1.6943 | 1.6509 | 1.7499 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Losing Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Profitability (%) | 60.4444 | 61.9469 | 58.9286 | 60.4444 | 61.9469 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.0446 | 0.9405 | 1.1707 | 1.1087 | 1.0141 | 1.2196 |
Largest Winning Trade | 11537 | 11537 | 11292 | 20714 | 20714 | 16847 |
Largest Losing Trade | -17571 | -17571 | -9822 | -18050 | -18050 | -15518 |
Avg Bars in Trades | 109 | 104 | 113 | 109 | 104 | 113 |
Avg Bars in Winners | 86 | 80 | 92 | 86 | 80 | 92 |
Avg Bars in Losers | 144 | 143 | 144 | 144 | 143 | 144 |
Bars Traded | 24566 | 11808 | 12758 | 24566 | 11808 | 12758 |
Profit Streak | 4.3639 | 4.3639 | 13.6764 | 4.3639 | 4.3639 | 13.6764 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514807 | 290871 | 393318 | 504650 | 393439 | 415909 |
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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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