Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110174.2797 | 64365.1027 | 45809.177 | 153800.7148 | 83838.9961 | 69961.7187 |
Total P&L (%) | 110.1743 | 64.3651 | 45.8092 | 153.8007 | 83.839 | 69.9617 |
Avg Daily Profit (%) | 0.4231 | 0.2472 | 0.1759 | 0.3583 | 0.2341 | 0.2039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52245 | -28548 | -38253 | -44376 | -25464 | -32937 |
Profit Factor | 1.5931 | 1.6709 | 1.5099 | 1.8541 | 1.9097 | 1.7959 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 70.4225 | 71.831 | 69.0141 | 70.4225 | 71.831 | 69.0141 |
Ratio Avg Win / Avg Loss | 0.6691 | 0.6553 | 0.6779 | 0.7787 | 0.7489 | 0.8063 |
Largest Winning Trade | 11604 | 11604 | 8715 | 14342 | 14342 | 12602 |
Largest Losing Trade | -22680 | -16142 | -22680 | -22539 | -13052 | -22539 |
Avg Bars in Trades | 173 | 174 | 172 | 173 | 174 | 172 |
Avg Bars in Winners | 125 | 123 | 127 | 125 | 123 | 127 |
Avg Bars in Losers | 287 | 305 | 272 | 287 | 305 | 272 |
Bars Traded | 24661 | 12408 | 12253 | 24661 | 12408 | 12253 |
Profit Streak | 0 | 0 | 48.7334 | 0 | 0 | 48.7334 |
Trades During Streak | 0 | 0 | 14 | 0 | 0 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409082 | -77210 | -78438 | 408335 | -76485 | -75567 |
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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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