Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147004.5468 | 108048.2173 | 38956.3295 | 124056.497 | 130365.5165 | -6309.0195 |
Total P&L (%) | 147.0045 | 108.0482 | 38.9563 | 124.0565 | 130.3655 | -6.309 |
Avg Daily Profit (%) | 1.6934 | 1.2447 | 0.4488 | 0.9336 | 0.9659 | -0.075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67380 | -32261 | -43154 | -68913 | -28859 | -43213 |
Profit Factor | 1.5049 | 1.7874 | 1.253 | 1.4321 | 2.0602 | 0.9616 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 157 | 75 | 82 | 157 | 75 | 82 |
Losing Trades | 163 | 85 | 78 | 163 | 85 | 78 |
Profitability (%) | 49.0625 | 46.875 | 51.25 | 49.0625 | 46.875 | 51.25 |
Ratio Avg Win / Avg Loss | 1.5624 | 2.0258 | 1.1919 | 1.4869 | 2.3349 | 0.9147 |
Largest Winning Trade | 117902 | 117902 | 68370 | 131131 | 131131 | 45163 |
Largest Losing Trade | -16278 | -5796 | -16278 | -23385 | -5359 | -23385 |
Avg Bars in Trades | 77 | 80 | 73 | 77 | 80 | 73 |
Avg Bars in Winners | 81 | 86 | 76 | 81 | 86 | 76 |
Avg Bars in Losers | 73 | 76 | 69 | 73 | 76 | 69 |
Bars Traded | 24654 | 12956 | 11698 | 24654 | 12956 | 11698 |
Profit Streak | 0 | 0.97 | 0 | 0 | 0.97 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552019 | 396878 | 206175 | 472273 | 407118 | -582279 |
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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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