Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99812.9304 | 57897.3493 | 41915.5811 | 114414.0931 | 85371.2143 | 29042.8788 |
Total P&L (%) | 99.8129 | 57.8973 | 41.9156 | 114.4141 | 85.3712 | 29.0429 |
Avg Daily Profit (%) | 0.7185 | 0.4168 | 0.3017 | 0.5506 | 0.4453 | 0.1837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35506 | -26692 | -29808 | -43885 | -26592 | -56537 |
Profit Factor | 1.4795 | 1.539 | 1.4161 | 1.4152 | 1.7125 | 1.1865 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 119 | 52 | 67 | 119 | 52 | 67 |
Losing Trades | 51 | 33 | 18 | 51 | 33 | 18 |
Profitability (%) | 70 | 61.1765 | 78.8235 | 70 | 61.1765 | 78.8235 |
Ratio Avg Win / Avg Loss | 0.6341 | 0.9767 | 0.3804 | 0.6065 | 1.0868 | 0.3188 |
Largest Winning Trade | 31939 | 31939 | 10190 | 30461 | 30461 | 14678 |
Largest Losing Trade | -22492 | -17547 | -22492 | -43885 | -15138 | -43885 |
Avg Bars in Trades | 76 | 101 | 51 | 76 | 101 | 51 |
Avg Bars in Winners | 50 | 64 | 40 | 50 | 64 | 40 |
Avg Bars in Losers | 136 | 160 | 91 | 136 | 160 | 91 |
Bars Traded | 13010 | 8651 | 4359 | 13010 | 8651 | 4359 |
Profit Streak | 141.4511 | 141.4511 | 141.4823 | 141.4511 | 141.4511 | 141.4823 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512290 | 314451 | 289535 | 446478 | 433500 | -10257 |
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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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