Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83465.8161 | 40802.7826 | 42663.0335 | 30683.4808 | 112677.5564 | -81994.0756 |
Total P&L (%) | 83.4658 | 40.8028 | 42.663 | 30.6835 | 112.6776 | -81.9941 |
Avg Daily Profit (%) | 0.3205 | 0.1567 | 0.1638 | 0.1028 | 0.2902 | -0.6562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108341 | -22258 | -93633 | -381601 | -47470 | -346036 |
Profit Factor | 1.2374 | 1.3354 | 1.1855 | 1.0367 | 1.4686 | 0.8621 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 60.6335 | 60.3604 | 60.9091 | 60.6335 | 60.3604 | 60.9091 |
Ratio Avg Win / Avg Loss | 0.8034 | 0.877 | 0.7609 | 0.6731 | 0.9644 | 0.5533 |
Largest Winning Trade | 16487 | 14096 | 16487 | 36210 | 36210 | 31559 |
Largest Losing Trade | -60540 | -7395 | -60540 | -284054 | -21801 | -284054 |
Avg Bars in Trades | 109 | 40 | 180 | 109 | 40 | 180 |
Avg Bars in Winners | 85 | 35 | 135 | 85 | 35 | 135 |
Avg Bars in Losers | 148 | 47 | 251 | 148 | 47 | 251 |
Bars Traded | 24292 | 4442 | 19850 | 24292 | 4442 | 19850 |
Profit Streak | 4.2881 | 4.2881 | 11.0277 | 4.2881 | 4.2881 | 11.0277 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300123 | 124947 | -11488 | -238905 | 272747 | -579493 |
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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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