Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157199.0204 | 85861.2116 | 71337.8089 | 255675.9148 | 172317.6073 | 83358.3075 |
Total P&L (%) | 157.199 | 85.8612 | 71.3378 | 255.6759 | 172.3176 | 83.3583 |
Avg Daily Profit (%) | 0.6036 | 0.3297 | 0.2739 | 0.4884 | 0.3854 | 0.2331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55718 | -15479 | -61153 | -145989 | -45354 | -157543 |
Profit Factor | 1.7536 | 1.9145 | 1.6219 | 1.4645 | 1.7157 | 1.2692 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 56 | 54 | 58 | 56 | 54 | 58 |
Ratio Avg Win / Avg Loss | 1.3779 | 1.6309 | 1.1745 | 1.1507 | 1.4615 | 0.9191 |
Largest Winning Trade | 24997 | 17872 | 24997 | 45348 | 45348 | 32743 |
Largest Losing Trade | -24529 | -12778 | -24529 | -62532 | -36317 | -62532 |
Avg Bars in Trades | 245 | 258 | 231 | 245 | 258 | 231 |
Avg Bars in Winners | 255 | 270 | 242 | 255 | 270 | 242 |
Avg Bars in Losers | 231 | 245 | 216 | 231 | 245 | 216 |
Bars Traded | 24521 | 12935 | 11586 | 24521 | 12935 | 11586 |
Profit Streak | 9.3822 | 10.5802 | 9.3822 | 9.3822 | 10.5802 | 9.3822 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505578 | -167917 | -169535 | 429641 | -168935 | -173614 |
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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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