Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372868.6865 | 347701.7463 | 25166.9402 | 46706.4229 | 28981.9339 | 17724.489 |
Total P&L (%) | 372.8687 | 347.7017 | 25.1669 | 46.7064 | 28.9819 | 17.7245 |
Avg Daily Profit (%) | 0.1584 | 0.1477 | 0.0107 | 0.0163 | 0.0108 | 0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140131 | -105971 | -115438 | -252660 | -290468 | -154840 |
Profit Factor | 1.3231 | 1.5276 | 1.0508 | 1.0272 | 1.0266 | 1.0282 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 176 | 86 | 90 | 176 | 86 | 90 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 57.7049 | 56.5789 | 58.8235 | 57.7049 | 56.5789 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.9698 | 1.1724 | 0.7356 | 0.7529 | 0.7879 | 0.7198 |
Largest Winning Trade | 66707 | 66707 | 22494 | 110150 | 110150 | 28674 |
Largest Losing Trade | -71475 | -71475 | -40839 | -228093 | -228093 | -61784 |
Avg Bars in Trades | 45 | 76 | 14 | 45 | 76 | 14 |
Avg Bars in Winners | 30 | 48 | 13 | 30 | 48 | 13 |
Avg Bars in Losers | 65 | 111 | 16 | 65 | 111 | 16 |
Bars Traded | 13858 | 11567 | 2291 | 13858 | 11567 | 2291 |
Profit Streak | 26.5556 | 0 | 55.5556 | 26.5556 | 0 | 55.5556 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322547 | 242874 | -346122 | -361822 | -373379 | -380860 |
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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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