Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110042.135 | 37995.7676 | 72046.3674 | 134045.5949 | 58924.1726 | 75121.4224 |
Total P&L (%) | 110.0421 | 37.9958 | 72.0464 | 134.0456 | 58.9242 | 75.1214 |
Avg Daily Profit (%) | 0.4226 | 0.1459 | 0.2767 | 0.3271 | 0.178 | 0.2154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46341 | -32425 | -31869 | -101937 | -46791 | -74580 |
Profit Factor | 1.4295 | 1.2975 | 1.5607 | 1.2931 | 1.2806 | 1.3038 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 58.6826 | 59.0361 | 58.3333 | 58.6826 | 59.0361 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.0065 | 0.9003 | 1.1148 | 0.9105 | 0.8885 | 0.9313 |
Largest Winning Trade | 21497 | 14744 | 21497 | 26939 | 26939 | 25874 |
Largest Losing Trade | -18821 | -17271 | -18821 | -42714 | -27852 | -42714 |
Avg Bars in Trades | 145 | 150 | 139 | 145 | 150 | 139 |
Avg Bars in Winners | 129 | 124 | 133 | 129 | 124 | 133 |
Avg Bars in Losers | 167 | 187 | 149 | 167 | 187 | 149 |
Bars Traded | 24234 | 12477 | 11757 | 24234 | 12477 | 11757 |
Profit Streak | 11.1126 | 11.1126 | 14.8521 | 11.1126 | 11.1126 | 14.8521 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451050 | -1907 | 390861 | 331661 | 192754 | 255494 |
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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) |
---|