Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154105.8187 | 44275.2711 | 109830.5476 | 124471.6294 | 5832.9299 | 118638.6995 |
Total P&L (%) | 154.1058 | 44.2753 | 109.8305 | 124.4716 | 5.8329 | 118.6387 |
Avg Daily Profit (%) | 0.2959 | 0.085 | 0.2109 | 0.1554 | 0.0109 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90059 | -52538 | -39295 | -93316 | -80292 | -53117 |
Profit Factor | 1.2058 | 1.1108 | 1.3146 | 1.1325 | 1.0113 | 1.282 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 167 | 78 | 89 | 167 | 78 | 89 |
Losing Trades | 164 | 87 | 77 | 164 | 87 | 77 |
Profitability (%) | 50.4532 | 47.2727 | 53.6145 | 50.4532 | 47.2727 | 53.6145 |
Ratio Avg Win / Avg Loss | 1.1842 | 1.239 | 1.1374 | 1.1122 | 1.1279 | 1.1091 |
Largest Winning Trade | 25885 | 25885 | 21906 | 33392 | 33392 | 25382 |
Largest Losing Trade | -22137 | -18889 | -22137 | -34760 | -34760 | -20930 |
Avg Bars in Trades | 74 | 77 | 70 | 74 | 77 | 70 |
Avg Bars in Winners | 80 | 85 | 75 | 80 | 85 | 75 |
Avg Bars in Losers | 68 | 70 | 65 | 68 | 70 | 65 |
Bars Traded | 24572 | 12791 | 11781 | 24572 | 12791 | 11781 |
Profit Streak | 3.9044 | 0 | 14.9044 | 3.9044 | 0 | 14.9044 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319004 | -181262 | 347378 | -66596 | -553542 | 321552 |
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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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