Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102086.7052 | 71210.9794 | 30875.7258 | 120285.7589 | 101430.9889 | 18854.77 |
Total P&L (%) | 102.0867 | 71.211 | 30.8757 | 120.2858 | 101.431 | 18.8548 |
Avg Daily Profit (%) | 0.392 | 0.2734 | 0.1186 | 0.3037 | 0.2693 | 0.0664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40892 | -24022 | -38118 | -97816 | -41551 | -88052 |
Profit Factor | 1.4971 | 1.6647 | 1.3143 | 1.3 | 1.5039 | 1.0945 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 49.5798 | 52.5424 | 46.6667 | 49.5798 | 52.5424 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.5225 | 1.5036 | 1.5021 | 1.3221 | 1.3583 | 1.2508 |
Largest Winning Trade | 40080 | 40080 | 15049 | 36981 | 36981 | 24773 |
Largest Losing Trade | -11957 | -11957 | -9329 | -23070 | -23070 | -21153 |
Avg Bars in Trades | 207 | 211 | 202 | 207 | 211 | 202 |
Avg Bars in Winners | 257 | 266 | 247 | 257 | 266 | 247 |
Avg Bars in Losers | 157 | 149 | 164 | 157 | 149 | 164 |
Bars Traded | 24635 | 12458 | 12177 | 24635 | 12458 | 12177 |
Profit Streak | 11.2458 | 17.3916 | 11.2458 | 11.2458 | 17.3916 | 11.2458 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431752 | -164866 | -207256 | 321227 | -166725 | -399402 |
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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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