Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115624.6307 | 57434.0133 | 58190.6174 | 134632.0134 | 28377.3708 | 106254.6426 |
Total P&L (%) | 115.6246 | 57.434 | 58.1906 | 134.632 | 28.3774 | 106.2546 |
Avg Daily Profit (%) | 1.3319 | 0.6616 | 0.6703 | 0.9873 | 0.2882 | 0.8374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39570 | -32665 | -21046 | -85961 | -69534 | -25816 |
Profit Factor | 1.52 | 1.4144 | 1.6946 | 1.3591 | 1.1153 | 1.8254 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 42.9293 | 37.3737 | 48.4848 | 42.9293 | 37.3737 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.0207 | 2.3701 | 1.8005 | 1.8068 | 1.8688 | 1.9395 |
Largest Winning Trade | 47085 | 47085 | 23043 | 54865 | 54865 | 43942 |
Largest Losing Trade | -15500 | -15500 | -5831 | -29000 | -29000 | -10465 |
Avg Bars in Trades | 123 | 137 | 110 | 123 | 137 | 110 |
Avg Bars in Winners | 147 | 167 | 131 | 147 | 167 | 131 |
Avg Bars in Losers | 106 | 119 | 90 | 106 | 119 | 90 |
Bars Traded | 24527 | 13574 | 10953 | 24527 | 13574 | 10953 |
Profit Streak | 1.5042 | 0 | 1.6674 | 1.5042 | 0 | 1.6674 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344888 | 197126 | 319275 | 298723 | -94653 | 397773 |
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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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