Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114266.5174 | 82106.4299 | 32160.0875 | 87631.3642 | 90828.0928 | -3196.7287 |
Total P&L (%) | 114.2665 | 82.1064 | 32.1601 | 87.6314 | 90.8281 | -3.1967 |
Avg Daily Profit (%) | 1.3163 | 0.9458 | 0.3705 | 0.7276 | 0.7472 | -0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59754 | -24844 | -49163 | -53339 | -18270 | -43138 |
Profit Factor | 1.4325 | 1.7993 | 1.1992 | 1.3893 | 2.132 | 0.9779 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 51.4523 | 49.5868 | 53.3333 | 51.4523 | 49.5868 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.3517 | 1.8293 | 1.0493 | 1.3109 | 2.1676 | 0.8557 |
Largest Winning Trade | 94074 | 94074 | 58772 | 99708 | 99708 | 39233 |
Largest Losing Trade | -12167 | -8712 | -12167 | -25317 | -5704 | -25317 |
Avg Bars in Trades | 100 | 55 | 146 | 100 | 55 | 146 |
Avg Bars in Winners | 108 | 52 | 161 | 108 | 52 | 161 |
Avg Bars in Losers | 91 | 58 | 128 | 91 | 58 | 128 |
Bars Traded | 24192 | 6672 | 17520 | 24192 | 6672 | 17520 |
Profit Streak | 0.2977 | 0.5373 | 0 | 0.2977 | 0.5373 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358130 | 379288 | 107428 | 310203 | 381592 | -582527 |
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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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