Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127530.1746 | 83812.7508 | 43717.4238 | 142882.5877 | 91923.7373 | 50958.8503 |
Total P&L (%) | 127.5302 | 83.8128 | 43.7174 | 142.8826 | 91.9237 | 50.9589 |
Avg Daily Profit (%) | 0.2449 | 0.1609 | 0.0839 | 0.1705 | 0.1252 | 0.0791 |
Buy And Hold Return (%) | 19.6707 | 19.6707 | 19.6707 | 19.6707 | 19.6707 | 19.6707 |
Max Trade Drawdown | -49234 | -24495 | -58983 | -54388 | -34927 | -66222 |
Profit Factor | 1.4248 | 1.6668 | 1.2505 | 1.3558 | 1.5635 | 1.2137 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 69.5 | 70 | 69 | 69.5 | 70 | 69 |
Ratio Avg Win / Avg Loss | 0.6253 | 0.7144 | 0.5618 | 0.595 | 0.6701 | 0.5453 |
Largest Winning Trade | 33699 | 19326 | 33699 | 61219 | 17652 | 61219 |
Largest Losing Trade | -33439 | -16057 | -33439 | -35779 | -21051 | -35779 |
Avg Bars in Trades | 121 | 125 | 117 | 121 | 125 | 117 |
Avg Bars in Winners | 73 | 79 | 66 | 73 | 79 | 66 |
Avg Bars in Losers | 230 | 231 | 229 | 230 | 231 | 229 |
Bars Traded | 24246 | 12508 | 11738 | 24246 | 12508 | 11738 |
Profit Streak | 5.641 | 14.9535 | 5.641 | 5.641 | 14.9535 | 5.641 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396727 | 315461 | -85592 | 371088 | -24317 | -90330 |
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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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