Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98090.6725 | 56859.0589 | 41231.6136 | 132068.4863 | 87617.0425 | 44451.4438 |
Total P&L (%) | 98.0907 | 56.8591 | 41.2316 | 132.0685 | 87.617 | 44.4514 |
Avg Daily Profit (%) | 0.3767 | 0.2183 | 0.1583 | 0.3238 | 0.2419 | 0.1413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23575 | -22316 | -18019 | -38137 | -27057 | -37251 |
Profit Factor | 1.4624 | 1.5483 | 1.3802 | 1.3965 | 1.567 | 1.2489 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 68.5185 | 70.3704 | 66.6667 | 68.5185 | 70.3704 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6719 | 0.6519 | 0.6901 | 0.6416 | 0.6598 | 0.6245 |
Largest Winning Trade | 12280 | 12280 | 7385 | 22617 | 22617 | 9161 |
Largest Losing Trade | -15980 | -15980 | -12551 | -27073 | -16841 | -27073 |
Avg Bars in Trades | 114 | 111 | 118 | 114 | 111 | 118 |
Avg Bars in Winners | 68 | 69 | 68 | 68 | 69 | 68 |
Avg Bars in Losers | 214 | 209 | 219 | 214 | 209 | 219 |
Bars Traded | 24822 | 12009 | 12813 | 24822 | 12009 | 12813 |
Profit Streak | 1.067 | 1.067 | 5.4004 | 1.067 | 1.067 | 5.4004 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307113 | 200338 | 223961 | 276355 | 243255 | -5935 |
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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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