Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101831.5515 | 80459.7086 | 21371.8429 | 82289.3715 | 44650.8026 | 37638.5689 |
Total P&L (%) | 101.8316 | 80.4597 | 21.3718 | 82.2894 | 44.6508 | 37.6386 |
Avg Daily Profit (%) | 0.3824 | 0.3021 | 0.0803 | 0.2257 | 0.1387 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50906 | -65981 | -25948 | -104960 | -103299 | -20734 |
Profit Factor | 1.3911 | 1.4221 | 1.3063 | 1.2452 | 1.1729 | 1.486 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 66.4234 | 64.7059 | 68.1159 | 66.4234 | 64.7059 | 68.1159 |
Ratio Avg Win / Avg Loss | 0.7032 | 0.7757 | 0.6115 | 0.6294 | 0.6398 | 0.6956 |
Largest Winning Trade | 16815 | 16815 | 7610 | 28107 | 28107 | 12392 |
Largest Losing Trade | -40166 | -40166 | -13418 | -100957 | -100957 | -13231 |
Avg Bars in Trades | 86 | 152 | 21 | 86 | 152 | 21 |
Avg Bars in Winners | 54 | 95 | 15 | 54 | 95 | 15 |
Avg Bars in Losers | 149 | 255 | 33 | 149 | 255 | 33 |
Bars Traded | 11796 | 10337 | 1459 | 11796 | 10337 | 1459 |
Profit Streak | 275.2265 | 275.2265 | 275.289 | 275.2265 | 275.2265 | 275.289 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382262 | -100404 | -192784 | 301952 | -149708 | -135106 |
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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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