Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108534.2286 | 76920.7797 | 31613.4489 | 73788.7992 | 61729.9382 | 12058.861 |
Total P&L (%) | 108.5342 | 76.9208 | 31.6134 | 73.7888 | 61.7299 | 12.0589 |
Avg Daily Profit (%) | 0.4075 | 0.2888 | 0.1187 | 0.2077 | 0.1807 | 0.0428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97797 | -28551 | -89338 | -137311 | -43146 | -128415 |
Profit Factor | 1.3796 | 1.8839 | 1.1589 | 1.2044 | 1.5454 | 1.0487 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 55.7252 | 57.5758 | 53.8462 | 55.7252 | 57.5758 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.0961 | 1.3882 | 0.9934 | 0.957 | 1.1388 | 0.8989 |
Largest Winning Trade | 32556 | 18177 | 32556 | 41781 | 17489 | 41781 |
Largest Losing Trade | -41785 | -20569 | -41785 | -44767 | -34474 | -44767 |
Avg Bars in Trades | 95 | 58 | 132 | 95 | 58 | 132 |
Avg Bars in Winners | 88 | 67 | 110 | 88 | 67 | 110 |
Avg Bars in Losers | 104 | 47 | 157 | 104 | 47 | 157 |
Bars Traded | 12501 | 3892 | 8609 | 12501 | 3892 | 8609 |
Profit Streak | 289.2475 | 289.2475 | 304.185 | 289.2475 | 289.2475 | 304.185 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397707 | -112761 | -216041 | 237702 | -115118 | -537336 |
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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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