Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84438.8195 | 27660.2536 | 56778.5659 | 106478.7447 | 40462.3719 | 66016.3729 |
Total P&L (%) | 84.4388 | 27.6603 | 56.7786 | 106.4787 | 40.4624 | 66.0164 |
Avg Daily Profit (%) | 0.9727 | 0.3186 | 0.6541 | 0.8387 | 0.3922 | 0.5856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24115 | -11883 | -17055 | -24437 | -12099 | -16813 |
Profit Factor | 1.5301 | 1.3583 | 1.6916 | 1.6461 | 1.5005 | 1.7864 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Losing Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Profitability (%) | 55.5556 | 57.9365 | 53.1746 | 55.5556 | 57.9365 | 53.1746 |
Ratio Avg Win / Avg Loss | 1.2241 | 0.9862 | 1.4896 | 1.3169 | 1.0894 | 1.5731 |
Largest Winning Trade | 37437 | 20270 | 37437 | 46764 | 34799 | 46764 |
Largest Losing Trade | -7551 | -4314 | -7551 | -7737 | -4499 | -7737 |
Avg Bars in Trades | 98 | 102 | 94 | 98 | 102 | 94 |
Avg Bars in Winners | 100 | 99 | 101 | 100 | 99 | 101 |
Avg Bars in Losers | 94 | 104 | 85 | 94 | 104 | 85 |
Bars Traded | 24700 | 12853 | 11847 | 24700 | 12853 | 11847 |
Profit Streak | 0.4155 | 0.4155 | 6.2592 | 0.4155 | 0.4155 | 6.2592 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407527 | -301 | 455531 | 421924 | 144007 | 503235 |
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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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