Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82656.6646 | 18946.0626 | 63710.6021 | 75056.8539 | 10831.888 | 64224.9659 |
Total P&L (%) | 82.6567 | 18.9461 | 63.7106 | 75.0569 | 10.8319 | 64.225 |
Avg Daily Profit (%) | 0.3174 | 0.0728 | 0.2446 | 0.2152 | 0.0395 | 0.1907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59141 | -31714 | -32609 | -142199 | -76756 | -85517 |
Profit Factor | 1.262 | 1.1473 | 1.3408 | 1.1148 | 1.0408 | 1.1654 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 54.3689 | 53.3981 | 55.3398 | 54.3689 | 53.3981 | 55.3398 |
Ratio Avg Win / Avg Loss | 1.0591 | 1.0013 | 1.082 | 0.9356 | 0.9083 | 0.9405 |
Largest Winning Trade | 16309 | 16309 | 14281 | 26534 | 22388 | 26534 |
Largest Losing Trade | -23939 | -16523 | -23939 | -63860 | -26752 | -63860 |
Avg Bars in Trades | 119 | 59 | 179 | 119 | 59 | 179 |
Avg Bars in Winners | 81 | 44 | 117 | 81 | 44 | 117 |
Avg Bars in Losers | 164 | 77 | 255 | 164 | 77 | 255 |
Bars Traded | 24585 | 6130 | 18455 | 24585 | 6130 | 18455 |
Profit Streak | 7.1227 | 11.6435 | 7.1227 | 7.1227 | 11.6435 | 7.1227 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370548 | -161568 | 274182 | -86343 | -457082 | -33355 |
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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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