Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134745.6719 | 97272.0985 | 37473.5734 | 162888.3128 | 153204.956 | 9683.3568 |
Total P&L (%) | 134.7457 | 97.2721 | 37.4736 | 162.8883 | 153.205 | 9.6834 |
Avg Daily Profit (%) | 0.2587 | 0.1868 | 0.072 | 0.1858 | 0.1785 | 0.0177 |
Buy And Hold Return (%) | 36.6395 | 36.6395 | 36.6395 | 36.6395 | 36.6395 | 36.6395 |
Max Trade Drawdown | -61972 | -20759 | -65642 | -108796 | -45753 | -116556 |
Profit Factor | 1.5228 | 2.3584 | 1.2013 | 1.3388 | 2.176 | 1.0276 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 72.5926 | 74.6269 | 70.5882 | 72.5926 | 74.6269 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.5749 | 0.8019 | 0.5005 | 0.5055 | 0.7398 | 0.4282 |
Largest Winning Trade | 21256 | 11633 | 21256 | 28162 | 25435 | 28162 |
Largest Losing Trade | -30250 | -11142 | -30250 | -75742 | -24286 | -75742 |
Avg Bars in Trades | 179 | 139 | 218 | 179 | 139 | 218 |
Avg Bars in Winners | 121 | 103 | 141 | 121 | 103 | 141 |
Avg Bars in Losers | 331 | 246 | 404 | 331 | 246 | 404 |
Bars Traded | 24225 | 9351 | 14874 | 24225 | 9351 | 14874 |
Profit Streak | 6.6031 | 0 | 10.4156 | 6.6031 | 0 | 10.4156 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316761 | -108252 | -363735 | 278425 | -107318 | -632701 |
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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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