Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155130.473 | 85724.2763 | 69406.1967 | 276085.1474 | 158674.4575 | 117410.6899 |
Total P&L (%) | 155.1305 | 85.7243 | 69.4062 | 276.0851 | 158.6745 | 117.4107 |
Avg Daily Profit (%) | 1.1168 | 0.6171 | 0.4996 | 0.9582 | 0.6865 | 0.5606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30377 | -28176 | -33988 | -53380 | -37670 | -57039 |
Profit Factor | 1.6244 | 1.7098 | 1.5437 | 1.6816 | 1.8622 | 1.5312 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 57.1429 | 56.25 | 58.0357 | 57.1429 | 56.25 | 58.0357 |
Ratio Avg Win / Avg Loss | 1.2183 | 1.3298 | 1.1162 | 1.2612 | 1.4484 | 1.1072 |
Largest Winning Trade | 28624 | 28624 | 10233 | 35433 | 35433 | 23844 |
Largest Losing Trade | -19642 | -11070 | -19642 | -51648 | -16482 | -51648 |
Avg Bars in Trades | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Winners | 54 | 54 | 53 | 54 | 54 | 53 |
Avg Bars in Losers | 64 | 66 | 62 | 64 | 66 | 62 |
Bars Traded | 13097 | 6670 | 6427 | 13097 | 6670 | 6427 |
Profit Streak | 131.5047 | 131.5047 | 133.463 | 131.5047 | 131.5047 | 133.463 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585545 | 455616 | 420462 | 584562 | 487564 | 437919 |
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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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