Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174529.7877 | 62746.6526 | 111783.1352 | 257721.0405 | 72303.4145 | 185417.626 |
Total P&L (%) | 174.5298 | 62.7467 | 111.7831 | 257.721 | 72.3034 | 185.4176 |
Avg Daily Profit (%) | 0.3351 | 0.1205 | 0.2146 | 0.245 | 0.1045 | 0.2016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54272 | -47089 | -46336 | -236296 | -139105 | -143003 |
Profit Factor | 1.2561 | 1.1842 | 1.328 | 1.1572 | 1.0841 | 1.2379 |
Total Trades | 575 | 287 | 288 | 575 | 287 | 288 |
Winning Trades | 325 | 169 | 156 | 325 | 169 | 156 |
Losing Trades | 250 | 118 | 132 | 250 | 118 | 132 |
Profitability (%) | 56.5217 | 58.885 | 54.1667 | 56.5217 | 58.885 | 54.1667 |
Ratio Avg Win / Avg Loss | 0.9662 | 0.8268 | 1.1237 | 0.8902 | 0.7569 | 1.0474 |
Largest Winning Trade | 27943 | 24981 | 27943 | 65393 | 45534 | 65393 |
Largest Losing Trade | -15163 | -14563 | -15163 | -44123 | -44123 | -34887 |
Avg Bars in Trades | 43 | 44 | 41 | 43 | 44 | 41 |
Avg Bars in Winners | 43 | 43 | 44 | 43 | 43 | 44 |
Avg Bars in Losers | 42 | 46 | 38 | 42 | 46 | 38 |
Bars Traded | 24798 | 12742 | 12056 | 24798 | 12742 | 12056 |
Profit Streak | 5.1968 | 0 | 10.7177 | 5.1968 | 0 | 10.7177 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393061 | -50732 | 376355 | -37275 | -181630 | 352522 |
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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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