Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72568.0958 | 26037.6349 | 46530.4608 | 91682.8885 | 21446.3258 | 70236.5627 |
Total P&L (%) | 72.5681 | 26.0376 | 46.5305 | 91.6829 | 21.4463 | 70.2366 |
Avg Daily Profit (%) | 0.8359 | 0.2999 | 0.536 | 0.7524 | 0.2241 | 0.6147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35919 | -28338 | -18059 | -83667 | -65237 | -39989 |
Profit Factor | 1.6157 | 1.3469 | 2.0869 | 1.3769 | 1.1383 | 1.7968 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 70 | 66.6667 | 73.3333 | 70 | 66.6667 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.6925 | 0.6735 | 0.7589 | 0.5901 | 0.5691 | 0.6534 |
Largest Winning Trade | 7469 | 7469 | 6120 | 12149 | 12149 | 10926 |
Largest Losing Trade | -13420 | -12362 | -13420 | -26745 | -25772 | -26745 |
Avg Bars in Trades | 161 | 163 | 158 | 161 | 163 | 158 |
Avg Bars in Winners | 107 | 99 | 115 | 107 | 99 | 115 |
Avg Bars in Losers | 285 | 291 | 279 | 285 | 291 | 279 |
Bars Traded | 24184 | 12269 | 11915 | 24184 | 12269 | 11915 |
Profit Streak | 2.3405 | 0 | 4.5037 | 2.3405 | 0 | 4.5037 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458286 | -52750 | -44846 | 392328 | -124660 | -43091 |
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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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