Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141474.8654 | 56987.0374 | 84487.8281 | 188931.5671 | 79951.0504 | 108980.5167 |
Total P&L (%) | 141.4749 | 56.987 | 84.4878 | 188.9316 | 79.9511 | 108.9805 |
Avg Daily Profit (%) | 0.2716 | 0.1094 | 0.1622 | 0.2039 | 0.1129 | 0.1416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63786 | -48166 | -48519 | -81637 | -61570 | -52358 |
Profit Factor | 1.5965 | 1.4663 | 1.7349 | 1.5378 | 1.4533 | 1.623 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 60.4478 | 56.7164 | 64.1791 | 60.4478 | 56.7164 | 64.1791 |
Ratio Avg Win / Avg Loss | 1.0446 | 1.119 | 0.9683 | 1.0062 | 1.1091 | 0.9059 |
Largest Winning Trade | 35096 | 16266 | 35096 | 30775 | 30775 | 29973 |
Largest Losing Trade | -30531 | -23332 | -30531 | -31633 | -23252 | -31633 |
Avg Bars in Trades | 178 | 203 | 152 | 178 | 203 | 152 |
Avg Bars in Winners | 154 | 190 | 121 | 154 | 190 | 121 |
Avg Bars in Losers | 214 | 220 | 207 | 214 | 220 | 207 |
Bars Traded | 23852 | 13629 | 10223 | 23852 | 13629 | 10223 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405706 | -163064 | -107602 | 371954 | -157675 | -119097 |
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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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