Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158993.4815 | 66068.8174 | 92924.664 | 231902.0746 | 125552.4737 | 106349.6009 |
Total P&L (%) | 158.9935 | 66.0688 | 92.9247 | 231.9021 | 125.5525 | 106.3496 |
Avg Daily Profit (%) | 0.3053 | 0.1269 | 0.1784 | 0.2306 | 0.1563 | 0.1392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47012 | -41550 | -40570 | -112336 | -72916 | -99975 |
Profit Factor | 1.4479 | 1.4214 | 1.4689 | 1.3336 | 1.4381 | 1.2603 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 141 | 73 | 68 | 140 | 73 | 67 |
Losing Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Profitability (%) | 58.75 | 60.8333 | 56.6667 | 58.3333 | 60.8333 | 55.8333 |
Ratio Avg Win / Avg Loss | 1.0166 | 0.9152 | 1.1233 | 0.9431 | 0.9259 | 0.9781 |
Largest Winning Trade | 17881 | 17881 | 17522 | 33797 | 33797 | 27847 |
Largest Losing Trade | -35449 | -14561 | -35449 | -91530 | -36473 | -91530 |
Avg Bars in Trades | 102 | 90 | 115 | 102 | 90 | 115 |
Avg Bars in Winners | 99 | 88 | 110 | 98 | 88 | 110 |
Avg Bars in Losers | 108 | 93 | 121 | 108 | 93 | 121 |
Bars Traded | 24681 | 10835 | 13846 | 24681 | 10835 | 13846 |
Profit Streak | 0 | 0 | 6.574 | 0 | 0 | 6.574 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407883 | -24171 | 351946 | 297812 | 255925 | -7938 |
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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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