Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138896.586 | 48913.5129 | 89983.0732 | 92100.532 | 4796.3591 | 87304.1729 |
Total P&L (%) | 138.8966 | 48.9135 | 89.9831 | 92.1005 | 4.7964 | 87.3042 |
Avg Daily Profit (%) | 0.2667 | 0.0939 | 0.1728 | 0.1254 | 0.009 | 0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68974 | -57130 | -72484 | -117211 | -113299 | -96399 |
Profit Factor | 1.2739 | 1.1957 | 1.3499 | 1.1146 | 1.0114 | 1.2278 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 53.2609 | 51.087 | 55.4348 | 53.2609 | 51.087 | 55.4348 |
Ratio Avg Win / Avg Loss | 1.1179 | 1.1448 | 1.0852 | 0.9781 | 0.9684 | 0.9871 |
Largest Winning Trade | 29271 | 25866 | 29271 | 39230 | 39230 | 34618 |
Largest Losing Trade | -44517 | -19414 | -44517 | -53698 | -33219 | -53698 |
Avg Bars in Trades | 131 | 135 | 127 | 131 | 135 | 127 |
Avg Bars in Winners | 122 | 125 | 119 | 122 | 125 | 119 |
Avg Bars in Losers | 142 | 146 | 137 | 142 | 146 | 137 |
Bars Traded | 24252 | 12508 | 11743 | 24252 | 12508 | 11743 |
Profit Streak | 6.394 | 0 | 16.2065 | 6.394 | 0 | 16.2065 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346470 | -75062 | 312252 | -120221 | -556977 | -33178 |
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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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