Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121816.5478 | 86889.7102 | 34926.8375 | 130540.2086 | 125835.3322 | 4704.8764 |
Total P&L (%) | 121.8165 | 86.8897 | 34.9268 | 130.5402 | 125.8353 | 4.7049 |
Avg Daily Profit (%) | 0.4678 | 0.3337 | 0.1341 | 0.3212 | 0.3133 | 0.0177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40936 | -25236 | -42458 | -131134 | -56268 | -94920 |
Profit Factor | 1.4544 | 1.6826 | 1.2481 | 1.2059 | 1.4238 | 1.014 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 46.1929 | 41.8367 | 50.5051 | 46.1929 | 41.8367 | 50.5051 |
Ratio Avg Win / Avg Loss | 1.6941 | 2.3392 | 1.2231 | 1.4047 | 1.9794 | 0.9937 |
Largest Winning Trade | 54902 | 54902 | 22014 | 73101 | 73101 | 39090 |
Largest Losing Trade | -25188 | -10943 | -25188 | -36012 | -21009 | -36012 |
Avg Bars in Trades | 124 | 118 | 131 | 124 | 118 | 131 |
Avg Bars in Winners | 171 | 181 | 163 | 171 | 181 | 163 |
Avg Bars in Losers | 84 | 73 | 98 | 84 | 73 | 98 |
Bars Traded | 24619 | 11633 | 12986 | 24619 | 11633 | 12986 |
Profit Streak | 0 | 1.9833 | 0 | 0 | 1.9833 | 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 | 367331 | 179963 | -18510 | 227578 | 129204 | -543502 |
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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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