Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211271.9747 | 126167.6964 | 85104.2782 | 261407.8255 | 97105.6448 | 164302.1806 |
Total P&L (%) | 211.272 | 126.1677 | 85.1043 | 261.4078 | 97.1056 | 164.3022 |
Avg Daily Profit (%) | 0.3661 | 0.2186 | 0.1475 | 0.2229 | 0.1177 | 0.1686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84913 | -77642 | -30658 | -493701 | -444674 | -102791 |
Profit Factor | 1.6572 | 1.6304 | 1.7013 | 1.23 | 1.1318 | 1.4108 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 55.3398 | 50 | 60.7843 | 55.3398 | 50 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.3374 | 1.6304 | 1.0976 | 0.9926 | 1.1318 | 0.9102 |
Largest Winning Trade | 86290 | 86290 | 29109 | 353249 | 353249 | 92339 |
Largest Losing Trade | -23546 | -23546 | -19202 | -163629 | -163629 | -102791 |
Avg Bars in Trades | 128 | 123 | 134 | 128 | 123 | 134 |
Avg Bars in Winners | 133 | 132 | 134 | 133 | 132 | 134 |
Avg Bars in Losers | 123 | 114 | 133 | 123 | 114 | 133 |
Bars Traded | 13278 | 6444 | 6834 | 13278 | 6444 | 6834 |
Profit Streak | 0 | 0 | 508.5682 | 0 | 0 | 508.5682 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419197 | -169578 | -172149 | 229756 | -291913 | -171640 |
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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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