Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61323.6418 | 36406.6701 | 24916.9717 | 48612.8405 | 22304.4955 | 26308.345 |
Total P&L (%) | 61.3236 | 36.4067 | 24.917 | 48.6128 | 22.3045 | 26.3083 |
Avg Daily Profit (%) | 0.7064 | 0.4194 | 0.287 | 0.4574 | 0.2322 | 0.2694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39220 | -30642 | -39220 | -66058 | -50850 | -52758 |
Profit Factor | 1.3177 | 1.3853 | 1.2528 | 1.1726 | 1.1544 | 1.1918 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 51.6304 | 50 | 53.2609 | 51.6304 | 50 | 53.2609 |
Ratio Avg Win / Avg Loss | 1.2344 | 1.3853 | 1.0994 | 1.0986 | 1.1544 | 1.0459 |
Largest Winning Trade | 17358 | 17358 | 11007 | 16016 | 16016 | 11672 |
Largest Losing Trade | -39220 | -13948 | -39220 | -52758 | -20146 | -52758 |
Avg Bars in Trades | 133 | 135 | 130 | 133 | 135 | 130 |
Avg Bars in Winners | 137 | 131 | 142 | 137 | 131 | 142 |
Avg Bars in Losers | 129 | 140 | 117 | 129 | 140 | 117 |
Bars Traded | 24540 | 12506 | 12034 | 24540 | 12506 | 12034 |
Profit Streak | 2.1781 | 2.1816 | 2.1781 | 2.1781 | 2.1816 | 2.1781 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336379 | 122241 | 28969 | -24504 | -52302 | -8524 |
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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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