Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44344.2382 | 15663.1883 | 28681.05 | 45653.4123 | 9465.8899 | 36187.5224 |
Total P&L (%) | 44.3442 | 15.6632 | 28.6811 | 45.6534 | 9.4659 | 36.1875 |
Avg Daily Profit (%) | 0.5108 | 0.1804 | 0.3304 | 0.4341 | 0.1042 | 0.3564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38884 | -23314 | -19586 | -67628 | -41761 | -32660 |
Profit Factor | 1.3754 | 1.2304 | 1.572 | 1.2335 | 1.0826 | 1.4474 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 82.0313 | 82.8125 | 81.25 | 82.0313 | 82.8125 | 81.25 |
Ratio Avg Win / Avg Loss | 0.3013 | 0.2554 | 0.3628 | 0.2702 | 0.2247 | 0.334 |
Largest Winning Trade | 5737 | 4824 | 5737 | 7966 | 7966 | 6813 |
Largest Losing Trade | -13693 | -13693 | -12873 | -22875 | -22875 | -19144 |
Avg Bars in Trades | 91 | 91 | 90 | 91 | 91 | 90 |
Avg Bars in Winners | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Losers | 290 | 310 | 272 | 290 | 310 | 272 |
Bars Traded | 23319 | 11754 | 11565 | 23319 | 11754 | 11565 |
Profit Streak | 3.2817 | 7.0942 | 3.2817 | 3.2817 | 7.0942 | 3.2817 |
Trades During Streak | 16 | 8 | 8 | 16 | 8 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393018 | -44 | 279684 | 342391 | -346938 | 284319 |
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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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