Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168857.971 | 75435.7422 | 93422.2288 | 221352.4503 | 65652.1605 | 155700.2898 |
Total P&L (%) | 168.858 | 75.4357 | 93.4222 | 221.3525 | 65.6522 | 155.7003 |
Avg Daily Profit (%) | 0.3242 | 0.1448 | 0.1794 | 0.2244 | 0.097 | 0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77180 | -46383 | -51384 | -85183 | -56237 | -56393 |
Profit Factor | 1.4192 | 1.3474 | 1.5031 | 1.3518 | 1.1806 | 1.5861 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 76 | 45 | 31 | 76 | 45 | 31 |
Profitability (%) | 59.1398 | 51.6129 | 66.6667 | 59.1398 | 51.6129 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9805 | 1.2632 | 0.7516 | 0.934 | 1.1068 | 0.7931 |
Largest Winning Trade | 28385 | 28385 | 18106 | 59564 | 59564 | 26280 |
Largest Losing Trade | -31378 | -31378 | -24025 | -39011 | -39011 | -29860 |
Avg Bars in Trades | 130 | 134 | 125 | 130 | 134 | 125 |
Avg Bars in Winners | 99 | 110 | 91 | 99 | 110 | 91 |
Avg Bars in Losers | 174 | 160 | 194 | 174 | 160 | 194 |
Bars Traded | 24250 | 12540 | 11710 | 24250 | 12540 | 11710 |
Profit Streak | 0 | 0 | 31.8953 | 0 | 0 | 31.8953 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339059 | 689 | 364407 | 293521 | -86354 | 382985 |
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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) |
---|