Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80832.9271 | 28383.0814 | 52449.8457 | 55793.6424 | 19534.1624 | 36259.48 |
Total P&L (%) | 80.8329 | 28.3831 | 52.4498 | 55.7936 | 19.5342 | 36.2595 |
Avg Daily Profit (%) | 0.1552 | 0.0545 | 0.1007 | 0.0852 | 0.0343 | 0.0594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91984 | -61164 | -42904 | -67161 | -42780 | -29534 |
Profit Factor | 1.2107 | 1.1435 | 1.2823 | 1.2023 | 1.1358 | 1.2748 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 51.0204 | 47.9592 | 54.0816 | 51.0204 | 47.9592 | 54.0816 |
Ratio Avg Win / Avg Loss | 1.1623 | 1.2408 | 1.0888 | 1.1542 | 1.2325 | 1.0824 |
Largest Winning Trade | 24777 | 15579 | 24777 | 13166 | 13166 | 10358 |
Largest Losing Trade | -24331 | -24331 | -18570 | -13930 | -13930 | -13892 |
Avg Bars in Trades | 126 | 131 | 120 | 126 | 131 | 120 |
Avg Bars in Winners | 136 | 129 | 143 | 136 | 129 | 143 |
Avg Bars in Losers | 115 | 133 | 94 | 115 | 133 | 94 |
Bars Traded | 24754 | 12909 | 11845 | 24754 | 12909 | 11845 |
Profit Streak | 6.679 | 6.679 | 27.6165 | 6.679 | 6.679 | 27.6165 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321857 | -187078 | -58522 | -78553 | -226424 | -114996 |
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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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