Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68259.609 | 34579.9292 | 33679.6798 | 75778.9476 | 25748.6228 | 50030.3248 |
Total P&L (%) | 68.2596 | 34.5799 | 33.6797 | 75.7789 | 25.7486 | 50.0303 |
Avg Daily Profit (%) | 0.1487 | 0.0753 | 0.0734 | 0.1229 | 0.0499 | 0.0884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29535 | -26557 | -19680 | -66271 | -59457 | -31263 |
Profit Factor | 1.4499 | 1.4577 | 1.4421 | 1.3062 | 1.191 | 1.4439 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 187 | 90 | 97 | 187 | 90 | 97 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 79.9145 | 76.9231 | 82.906 | 79.9145 | 76.9231 | 82.906 |
Ratio Avg Win / Avg Loss | 0.3644 | 0.4373 | 0.2973 | 0.3283 | 0.3573 | 0.2977 |
Largest Winning Trade | 6600 | 6156 | 6600 | 7250 | 6785 | 7250 |
Largest Losing Trade | -23582 | -23582 | -19680 | -52247 | -52247 | -31263 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 19 | 16 | 22 | 19 | 16 | 22 |
Avg Bars in Losers | 148 | 135 | 166 | 148 | 135 | 166 |
Bars Traded | 10681 | 5130 | 5551 | 10681 | 5130 | 5551 |
Profit Streak | 594.1316 | 0 | 601.84 | 594.1316 | 0 | 601.84 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344959 | -92937 | -94463 | -25507 | -139063 | -72944 |
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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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