Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258975.2116 | 209699.6905 | 49275.5211 | 155934.1439 | 19665.8974 | 136268.2465 |
Total P&L (%) | 258.9752 | 209.6997 | 49.2755 | 155.9341 | 19.6659 | 136.2682 |
Avg Daily Profit (%) | 0.2486 | 0.2013 | 0.0473 | 0.0903 | 0.0172 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84008 | -78997 | -70372 | -368092 | -407133 | -254962 |
Profit Factor | 1.2995 | 1.4612 | 1.1202 | 1.0629 | 1.0146 | 1.1201 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 42.3387 | 39.5161 | 45.1613 | 42.3387 | 39.5161 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.7698 | 2.2366 | 1.3602 | 1.4476 | 1.553 | 1.3602 |
Largest Winning Trade | 106737 | 106737 | 33115 | 152080 | 152080 | 142939 |
Largest Losing Trade | -20688 | -20688 | -17581 | -99149 | -99149 | -69085 |
Avg Bars in Trades | 99 | 101 | 97 | 99 | 101 | 97 |
Avg Bars in Winners | 152 | 163 | 143 | 152 | 163 | 143 |
Avg Bars in Losers | 60 | 60 | 60 | 60 | 60 | 60 |
Bars Traded | 24680 | 12536 | 12144 | 24680 | 12536 | 12144 |
Profit Streak | 21.982 | 21.982 | 24.357 | 21.982 | 21.982 | 24.357 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309332 | 218144 | -221029 | -224440 | -384021 | -172633 |
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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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