Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50133.231 | 19075.6942 | 31057.5368 | 58694.9821 | 18331.5658 | 40363.4163 |
Total P&L (%) | 50.1332 | 19.0757 | 31.0575 | 58.695 | 18.3316 | 40.3634 |
Avg Daily Profit (%) | 0.9626 | 0.3663 | 0.5963 | 0.8907 | 0.3237 | 0.6532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33328 | -26939 | -13529 | -56613 | -45852 | -20383 |
Profit Factor | 1.4441 | 1.2871 | 1.6684 | 1.3287 | 1.1738 | 1.5523 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 57.4766 | 57.0093 | 57.9439 | 57.4766 | 57.0093 | 57.9439 |
Ratio Avg Win / Avg Loss | 1.0684 | 0.9706 | 1.2109 | 0.983 | 0.8851 | 1.1267 |
Largest Winning Trade | 6192 | 6192 | 4227 | 10877 | 10877 | 6373 |
Largest Losing Trade | -9784 | -9784 | -4939 | -17889 | -17889 | -7647 |
Avg Bars in Trades | 112 | 111 | 112 | 112 | 111 | 112 |
Avg Bars in Winners | 103 | 100 | 106 | 103 | 100 | 106 |
Avg Bars in Losers | 123 | 126 | 120 | 123 | 126 | 120 |
Bars Traded | 23980 | 11950 | 12030 | 23980 | 11950 | 12030 |
Profit Streak | 6.363 | 0 | 6.8026 | 6.363 | 0 | 6.8026 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477166 | -1541 | 376509 | 410084 | -31800 | 388534 |
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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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