Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111897.4189 | 55687.1499 | 56210.2691 | 162025.7055 | 72256.9426 | 89768.7629 |
Total P&L (%) | 111.8974 | 55.6872 | 56.2103 | 162.0257 | 72.2569 | 89.7688 |
Avg Daily Profit (%) | 0.4297 | 0.2138 | 0.2158 | 0.3706 | 0.209 | 0.2463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35676 | -22337 | -23491 | -37630 | -26654 | -23028 |
Profit Factor | 1.5343 | 1.501 | 1.5719 | 1.6219 | 1.5256 | 1.7295 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 185 | 94 | 91 | 185 | 94 | 91 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 74.5968 | 75.8065 | 73.3871 | 74.5968 | 75.8065 | 73.3871 |
Ratio Avg Win / Avg Loss | 0.5225 | 0.4791 | 0.57 | 0.5523 | 0.4869 | 0.6272 |
Largest Winning Trade | 16967 | 6810 | 16967 | 38010 | 9552 | 38010 |
Largest Losing Trade | -16999 | -16999 | -11902 | -19693 | -18545 | -19693 |
Avg Bars in Trades | 98 | 95 | 102 | 98 | 95 | 102 |
Avg Bars in Winners | 55 | 52 | 58 | 55 | 52 | 58 |
Avg Bars in Losers | 225 | 227 | 223 | 225 | 227 | 223 |
Bars Traded | 24522 | 11793 | 12729 | 24522 | 11793 | 12729 |
Profit Streak | 4.2936 | 4.2936 | 7.6061 | 4.2936 | 4.2936 | 7.6061 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486987 | 322204 | 367762 | 484777 | 360476 | 425404 |
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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) |
---|