Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68753.4513 | 28476.108 | 40277.3433 | 89418.8861 | 32735.9376 | 56682.9484 |
Total P&L (%) | 68.7535 | 28.4761 | 40.2773 | 89.4189 | 32.7359 | 56.6829 |
Avg Daily Profit (%) | 1.3202 | 0.5468 | 0.7734 | 1.2341 | 0.5452 | 0.866 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16781 | -17844 | -11066 | -30362 | -31766 | -18432 |
Profit Factor | 1.556 | 1.3969 | 1.7759 | 1.4251 | 1.2648 | 1.6537 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 53.913 | 54.7826 | 53.0435 | 53.913 | 54.7826 | 53.0435 |
Ratio Avg Win / Avg Loss | 1.3301 | 1.153 | 1.5721 | 1.2182 | 1.0439 | 1.4639 |
Largest Winning Trade | 6952 | 6952 | 5945 | 11570 | 11570 | 10037 |
Largest Losing Trade | -9701 | -9701 | -5718 | -17352 | -17352 | -9435 |
Avg Bars in Trades | 104 | 110 | 97 | 104 | 110 | 97 |
Avg Bars in Winners | 94 | 88 | 100 | 94 | 88 | 100 |
Avg Bars in Losers | 115 | 137 | 94 | 115 | 137 | 94 |
Bars Traded | 23946 | 12702 | 11244 | 23946 | 12702 | 11244 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519116 | 227839 | 424120 | 490627 | 211941 | 433036 |
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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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