Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109288.5366 | 62604.962 | 46683.5746 | 137399.1629 | 104194.6519 | 33204.511 |
Total P&L (%) | 109.2885 | 62.605 | 46.6836 | 137.3992 | 104.1947 | 33.2045 |
Avg Daily Profit (%) | 0.7868 | 0.4507 | 0.3361 | 0.6243 | 0.5153 | 0.2066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53070 | -18682 | -43858 | -158126 | -47635 | -128935 |
Profit Factor | 1.3348 | 1.3872 | 1.2834 | 1.1908 | 1.2961 | 1.0901 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Losing Trades | 165 | 80 | 85 | 165 | 80 | 85 |
Profitability (%) | 46.9453 | 48.3871 | 45.5128 | 46.9453 | 48.3871 | 45.5128 |
Ratio Avg Win / Avg Loss | 1.5085 | 1.4797 | 1.5364 | 1.3457 | 1.3825 | 1.3051 |
Largest Winning Trade | 27897 | 27897 | 15051 | 48883 | 48883 | 26487 |
Largest Losing Trade | -11706 | -11570 | -11706 | -29690 | -17171 | -29690 |
Avg Bars in Trades | 42 | 43 | 40 | 42 | 43 | 40 |
Avg Bars in Winners | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Losers | 31 | 30 | 31 | 31 | 30 | 31 |
Bars Traded | 13095 | 6710 | 6385 | 13095 | 6710 | 6385 |
Profit Streak | 123.5308 | 0 | 124.4162 | 123.5308 | 0 | 124.4162 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477604 | 278480 | 199835 | -221 | 296055 | -119225 |
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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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