Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475771.9033 | 374311.9892 | 101459.9141 | 695303.6953 | 332085.334 | 363218.3613 |
Total P&L (%) | 475.7719 | 374.312 | 101.4599 | 695.3037 | 332.0853 | 363.2184 |
Avg Daily Profit (%) | 0.1903 | 0.1498 | 0.0406 | 0.083 | 0.0586 | 0.0614 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84090 | -118074 | -116212 | -340429 | -341358 | -268125 |
Profit Factor | 1.5754 | 1.9453 | 1.2355 | 1.2619 | 1.2312 | 1.2981 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 47.1831 | 45.0704 | 49.2958 | 47.1831 | 45.0704 | 49.2958 |
Ratio Avg Win / Avg Loss | 1.7636 | 2.3708 | 1.2708 | 1.4126 | 1.5006 | 1.3352 |
Largest Winning Trade | 107960 | 107960 | 51038 | 281105 | 281105 | 160612 |
Largest Losing Trade | -29334 | -26105 | -29334 | -200164 | -172748 | -200164 |
Avg Bars in Trades | 103 | 104 | 102 | 103 | 104 | 102 |
Avg Bars in Winners | 149 | 159 | 141 | 149 | 159 | 141 |
Avg Bars in Losers | 61 | 59 | 64 | 61 | 59 | 64 |
Bars Traded | 14658 | 7403 | 7255 | 14658 | 7403 | 7255 |
Profit Streak | 0 | 0 | 140.0889 | 0 | 0 | 140.0889 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349099 | -78313 | -224874 | -82600 | -202817 | -196812 |
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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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