Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58802.4108 | 40511.3234 | 18291.0874 | 44391.1723 | 22654.6971 | 21736.4751 |
Total P&L (%) | 58.8024 | 40.5113 | 18.2911 | 44.3912 | 22.6547 | 21.7365 |
Avg Daily Profit (%) | 0.6774 | 0.4667 | 0.2107 | 0.4241 | 0.2355 | 0.2268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59964 | -29165 | -46609 | -76940 | -54351 | -62724 |
Profit Factor | 1.2347 | 1.3061 | 1.1548 | 1.1158 | 1.1091 | 1.1236 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 172 | 81 | 91 | 172 | 81 | 91 |
Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Profitability (%) | 61.8705 | 58.2734 | 65.4676 | 61.8705 | 58.2734 | 65.4676 |
Ratio Avg Win / Avg Loss | 0.7609 | 0.9352 | 0.6091 | 0.6876 | 0.7942 | 0.5927 |
Largest Winning Trade | 33611 | 33611 | 12006 | 29358 | 29358 | 18944 |
Largest Losing Trade | -22184 | -14900 | -22184 | -26605 | -26093 | -26605 |
Avg Bars in Trades | 88 | 119 | 57 | 88 | 119 | 57 |
Avg Bars in Winners | 57 | 69 | 47 | 57 | 69 | 47 |
Avg Bars in Losers | 138 | 188 | 78 | 138 | 188 | 78 |
Bars Traded | 24648 | 16589 | 8059 | 24648 | 16589 | 8059 |
Profit Streak | 0 | 2.5118 | 0 | 0 | 2.5118 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360688 | 126474 | -52396 | -86116 | -102020 | -84265 |
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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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