Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68464.8815 | 57633.3252 | 10831.5563 | 34694.7732 | 53440.3632 | -18745.5899 |
Total P&L (%) | 68.4649 | 57.6333 | 10.8316 | 34.6948 | 53.4404 | -18.7456 |
Avg Daily Profit (%) | 0.7887 | 0.6639 | 0.1248 | 0.3437 | 0.4944 | -0.2388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87615 | -28409 | -78684 | -125414 | -24319 | -118992 |
Profit Factor | 1.247 | 1.4486 | 1.0728 | 1.103 | 1.3854 | 0.9055 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 65.1042 | 60.4167 | 69.7917 | 65.1042 | 60.4167 | 69.7917 |
Ratio Avg Win / Avg Loss | 0.6684 | 0.9491 | 0.4644 | 0.5912 | 0.9077 | 0.3919 |
Largest Winning Trade | 23056 | 23056 | 11268 | 18787 | 18787 | 13385 |
Largest Losing Trade | -36639 | -16484 | -36639 | -61843 | -15331 | -61843 |
Avg Bars in Trades | 126 | 150 | 102 | 126 | 150 | 102 |
Avg Bars in Winners | 77 | 75 | 78 | 77 | 75 | 78 |
Avg Bars in Losers | 218 | 265 | 158 | 218 | 265 | 158 |
Bars Traded | 24294 | 14477 | 9817 | 24294 | 14477 | 9817 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419764 | 330928 | -307818 | -101752 | 254810 | -580179 |
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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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