Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107691.8989 | 61607.0678 | 46084.831 | 126953.7411 | 79974.6772 | 46979.0639 |
Total P&L (%) | 107.6919 | 61.6071 | 46.0848 | 126.9537 | 79.9747 | 46.9791 |
Avg Daily Profit (%) | 0.4135 | 0.2366 | 0.177 | 0.3152 | 0.2259 | 0.148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35688 | -28441 | -49448 | -61445 | -44184 | -85278 |
Profit Factor | 1.3723 | 1.4034 | 1.3374 | 1.2749 | 1.3378 | 1.2087 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 53.7975 | 54.4304 | 53.1646 | 53.7975 | 54.4304 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.1785 | 1.175 | 1.1782 | 1.0949 | 1.12 | 1.0648 |
Largest Winning Trade | 18269 | 15745 | 18269 | 23172 | 21389 | 23172 |
Largest Losing Trade | -19906 | -19906 | -12788 | -28640 | -28640 | -23309 |
Avg Bars in Trades | 156 | 161 | 151 | 156 | 161 | 151 |
Avg Bars in Winners | 140 | 139 | 141 | 140 | 139 | 141 |
Avg Bars in Losers | 174 | 187 | 162 | 174 | 187 | 162 |
Bars Traded | 24690 | 12751 | 11939 | 24690 | 12751 | 11939 |
Profit Streak | 0 | 9.4158 | 0 | 0 | 9.4158 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356262 | -18142 | -21888 | 304589 | -18075 | -25500 |
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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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