Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81885.9816 | 35921.6125 | 45964.3692 | 106204.2218 | 33558.7143 | 72645.5075 |
Total P&L (%) | 81.886 | 35.9216 | 45.9644 | 106.2042 | 33.5587 | 72.6455 |
Avg Daily Profit (%) | 0.1784 | 0.0782 | 0.1001 | 0.1578 | 0.0631 | 0.119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26053 | -14558 | -21173 | -33973 | -30360 | -27190 |
Profit Factor | 1.5732 | 1.5215 | 1.6214 | 1.5639 | 1.3454 | 1.7966 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 289 | 141 | 148 | 289 | 141 | 148 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 80.2778 | 78.3333 | 82.2222 | 80.2778 | 78.3333 | 82.2222 |
Ratio Avg Win / Avg Loss | 0.3865 | 0.4208 | 0.3506 | 0.3842 | 0.3721 | 0.3885 |
Largest Winning Trade | 10667 | 4021 | 10667 | 21893 | 4471 | 21893 |
Largest Losing Trade | -21173 | -13366 | -21173 | -30360 | -30360 | -27190 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 87 | 72 | 105 | 87 | 72 | 105 |
Bars Traded | 10300 | 4742 | 5558 | 10300 | 4742 | 5558 |
Profit Streak | 596.1075 | 0 | 606.6075 | 596.1075 | 0 | 606.6075 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483022 | -87440 | -55354 | 474633 | -108984 | -28128 |
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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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