Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147870.4346 | 63609.6838 | 84260.7508 | 233399.2822 | 125558.2027 | 107841.0795 |
Total P&L (%) | 147.8704 | 63.6097 | 84.2608 | 233.3993 | 125.5582 | 107.8411 |
Avg Daily Profit (%) | 0.5678 | 0.2443 | 0.3236 | 0.4635 | 0.3128 | 0.2813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33497 | -26908 | -28853 | -81725 | -48168 | -82171 |
Profit Factor | 1.8331 | 1.7142 | 1.953 | 1.6644 | 1.7831 | 1.5648 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 56.25 | 57.5 | 55 | 56.25 | 57.5 | 55 |
Ratio Avg Win / Avg Loss | 1.4258 | 1.267 | 1.5979 | 1.2945 | 1.3179 | 1.2803 |
Largest Winning Trade | 25215 | 21352 | 25215 | 54515 | 54515 | 37835 |
Largest Losing Trade | -19960 | -13066 | -19960 | -55597 | -28489 | -55597 |
Avg Bars in Trades | 307 | 338 | 277 | 307 | 338 | 277 |
Avg Bars in Winners | 285 | 305 | 263 | 285 | 305 | 263 |
Avg Bars in Losers | 336 | 382 | 293 | 336 | 382 | 293 |
Bars Traded | 24630 | 13546 | 11084 | 24630 | 13546 | 11084 |
Profit Streak | 10.084 | 22.0006 | 10.084 | 10.084 | 22.0006 | 10.084 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10128 | 373012 | 443841 | -11345 | 414235 | 358576 |
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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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