Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177267.6856 | 57365.9643 | 119901.7213 | 233230.3043 | 102431.4952 | 130798.8091 |
Total P&L (%) | 177.2677 | 57.366 | 119.9017 | 233.2303 | 102.4315 | 130.7988 |
Avg Daily Profit (%) | 0.1906 | 0.0617 | 0.1289 | 0.1295 | 0.0758 | 0.09 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30997 | -42529 | -42974 | -75832 | -102144 | -86494 |
Profit Factor | 1.6011 | 1.3812 | 1.8303 | 1.4454 | 1.401 | 1.4876 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 56.6667 | 55.5556 | 57.7778 | 56.6667 | 55.5556 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.2244 | 1.1049 | 1.3375 | 1.1053 | 1.1208 | 1.0871 |
Largest Winning Trade | 36483 | 26140 | 36483 | 72336 | 63437 | 72336 |
Largest Losing Trade | -26369 | -26369 | -21096 | -66293 | -37777 | -66293 |
Avg Bars in Trades | 120 | 113 | 127 | 120 | 113 | 127 |
Avg Bars in Winners | 107 | 82 | 132 | 107 | 82 | 132 |
Avg Bars in Losers | 136 | 151 | 120 | 136 | 151 | 120 |
Bars Traded | 10813 | 5097 | 5716 | 10813 | 5097 | 5716 |
Profit Streak | 19.4276 | 0 | 58.9276 | 19.4276 | 0 | 58.9276 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400393 | -110051 | -16521 | -17523 | -90190 | -69580 |
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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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