Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125104.1741 | 56476.2648 | 68627.9093 | 92414.7482 | 118608.7981 | -26194.0499 |
Total P&L (%) | 125.1042 | 56.4763 | 68.6279 | 92.4147 | 118.6088 | -26.1941 |
Avg Daily Profit (%) | 0.4804 | 0.2169 | 0.2635 | 0.2516 | 0.3008 | -0.1166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101984 | -39401 | -74437 | -418280 | -93294 | -350350 |
Profit Factor | 1.362 | 1.3205 | 1.4053 | 1.0957 | 1.2937 | 0.9534 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 62.3529 | 60 | 64.7059 | 62.3529 | 60 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.8224 | 0.8803 | 0.7665 | 0.6616 | 0.8625 | 0.52 |
Largest Winning Trade | 29965 | 29965 | 14653 | 58492 | 58492 | 44121 |
Largest Losing Trade | -53116 | -31043 | -53116 | -239767 | -50330 | -239767 |
Avg Bars in Trades | 144 | 151 | 138 | 144 | 151 | 138 |
Avg Bars in Winners | 102 | 110 | 94 | 102 | 110 | 94 |
Avg Bars in Losers | 215 | 213 | 218 | 215 | 213 | 218 |
Bars Traded | 24622 | 12858 | 11764 | 24622 | 12858 | 11764 |
Profit Streak | 1.562 | 0 | 5.3537 | 1.562 | 0 | 5.3537 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268175 | 189281 | 331070 | -110222 | 241665 | -578714 |
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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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