Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137216.1708 | 38148.3162 | 99067.8546 | 170979.878 | 77640.2709 | 93339.6071 |
Total P&L (%) | 137.2162 | 38.1483 | 99.0679 | 170.9799 | 77.6403 | 93.3396 |
Avg Daily Profit (%) | 0.5269 | 0.1465 | 0.3804 | 0.3835 | 0.2209 | 0.2535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60562 | -63885 | -22239 | -85297 | -50069 | -54514 |
Profit Factor | 1.2938 | 1.1571 | 1.4418 | 1.2867 | 1.2584 | 1.3154 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Losing Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Profitability (%) | 42.5087 | 42.6573 | 42.3611 | 42.5087 | 42.6573 | 42.3611 |
Ratio Avg Win / Avg Loss | 1.7499 | 1.5555 | 1.9618 | 1.7402 | 1.6917 | 1.7899 |
Largest Winning Trade | 26972 | 26972 | 22534 | 44068 | 44068 | 28348 |
Largest Losing Trade | -8840 | -8840 | -7609 | -20928 | -16034 | -20928 |
Avg Bars in Trades | 85 | 90 | 80 | 85 | 90 | 80 |
Avg Bars in Winners | 132 | 136 | 128 | 132 | 136 | 128 |
Avg Bars in Losers | 50 | 55 | 44 | 50 | 55 | 44 |
Bars Traded | 24510 | 12926 | 11584 | 24510 | 12926 | 11584 |
Profit Streak | 0 | 4.4701 | 0 | 0 | 4.4701 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315530 | -50637 | 240687 | 269851 | 163190 | 173828 |
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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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