Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205793.6363 | 135123.2517 | 70670.3846 | 360646.556 | 251468.1996 | 109178.3564 |
Total P&L (%) | 205.7936 | 135.1233 | 70.6704 | 360.6466 | 251.4682 | 109.1784 |
Avg Daily Profit (%) | 0.3566 | 0.2342 | 0.1225 | 0.265 | 0.218 | 0.128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46361 | -35845 | -19959 | -277420 | -220645 | -114482 |
Profit Factor | 1.7966 | 1.8387 | 1.727 | 1.3837 | 1.4457 | 1.2906 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 50.4274 | 49.1525 | 51.7241 | 50.4274 | 49.1525 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.7662 | 1.9021 | 1.6118 | 1.3602 | 1.4955 | 1.2045 |
Largest Winning Trade | 61199 | 61199 | 21162 | 163165 | 163165 | 99705 |
Largest Losing Trade | -25285 | -25285 | -10517 | -164060 | -164060 | -67783 |
Avg Bars in Trades | 113 | 114 | 111 | 113 | 114 | 111 |
Avg Bars in Winners | 136 | 153 | 120 | 136 | 153 | 120 |
Avg Bars in Losers | 88 | 75 | 102 | 88 | 75 | 102 |
Bars Traded | 13222 | 6737 | 6485 | 13222 | 6737 | 6485 |
Profit Streak | 502.1751 | 502.1751 | 504.9251 | 502.1751 | 502.1751 | 504.9251 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478919 | -165414 | -205888 | 349490 | -168066 | -201791 |
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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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