Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159097.7282 | 94041.6967 | 65056.0316 | 106517.7246 | 8306.6382 | 98211.0863 |
Total P&L (%) | 159.0977 | 94.0417 | 65.056 | 106.5177 | 8.3066 | 98.2111 |
Avg Daily Profit (%) | 0.2757 | 0.163 | 0.1127 | 0.1257 | 0.0138 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105449 | -38608 | -86128 | -114223 | -102829 | -98254 |
Profit Factor | 1.3867 | 1.5777 | 1.2616 | 1.2081 | 1.0343 | 1.3645 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 55.5556 | 51.9481 | 59.2105 | 55.5556 | 51.9481 | 59.2105 |
Ratio Avg Win / Avg Loss | 1.1093 | 1.4594 | 0.8691 | 0.9665 | 0.9567 | 0.94 |
Largest Winning Trade | 37342 | 37342 | 23221 | 51091 | 51091 | 47444 |
Largest Losing Trade | -55288 | -25476 | -55288 | -71159 | -70598 | -71159 |
Avg Bars in Trades | 87 | 62 | 112 | 87 | 62 | 112 |
Avg Bars in Winners | 78 | 59 | 95 | 78 | 59 | 95 |
Avg Bars in Losers | 98 | 65 | 137 | 98 | 65 | 137 |
Bars Traded | 13402 | 4817 | 8585 | 13402 | 4817 | 8585 |
Profit Streak | 0 | 0 | 503.1101 | 0 | 0 | 503.1101 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360474 | -33010 | -91683 | -26153 | -566755 | -82867 |
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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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