Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141684.0043 | 74331.2887 | 67352.7156 | 193886.3751 | 120446.9168 | 73439.4583 |
Total P&L (%) | 141.684 | 74.3313 | 67.3527 | 193.8864 | 120.4469 | 73.4395 |
Avg Daily Profit (%) | 0.5441 | 0.2854 | 0.2586 | 0.4148 | 0.304 | 0.2117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29158 | -18851 | -18100 | -81173 | -54568 | -52452 |
Profit Factor | 1.8744 | 2.0644 | 1.7304 | 1.5626 | 1.8283 | 1.3686 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 38.7097 | 37.0968 | 40.3226 | 38.7097 | 37.0968 | 40.3226 |
Ratio Avg Win / Avg Loss | 2.9678 | 3.5005 | 2.5611 | 2.474 | 3.1002 | 2.0255 |
Largest Winning Trade | 79302 | 79302 | 20411 | 150096 | 150096 | 32084 |
Largest Losing Trade | -11290 | -5904 | -11290 | -38316 | -17776 | -38316 |
Avg Bars in Trades | 198 | 84 | 311 | 198 | 84 | 311 |
Avg Bars in Winners | 398 | 167 | 610 | 398 | 167 | 610 |
Avg Bars in Losers | 71 | 35 | 110 | 71 | 35 | 110 |
Bars Traded | 24563 | 5233 | 19330 | 24563 | 5233 | 19330 |
Profit Streak | 5.3477 | 5.3477 | 17.629 | 5.3477 | 5.3477 | 17.629 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354287 | -147886 | -146914 | 287220 | -148183 | -148805 |
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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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