Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274438.0897 | 162620.0468 | 111818.0429 | 233973.7771 | 49026.2184 | 184947.5587 |
Total P&L (%) | 274.4381 | 162.62 | 111.818 | 233.9738 | 49.0262 | 184.9476 |
Avg Daily Profit (%) | 0.2635 | 0.1561 | 0.1073 | 0.1158 | 0.0383 | 0.1006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101586 | -63845 | -78686 | -559438 | -375674 | -227830 |
Profit Factor | 1.4261 | 1.527 | 1.3333 | 1.1523 | 1.0594 | 1.26 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 80.9231 | 80.8642 | 80.9816 | 80.9231 | 80.8642 | 80.9816 |
Ratio Avg Win / Avg Loss | 0.3362 | 0.3613 | 0.3131 | 0.2716 | 0.2507 | 0.2959 |
Largest Winning Trade | 25136 | 25136 | 19401 | 70920 | 70920 | 53944 |
Largest Losing Trade | -67245 | -45405 | -67245 | -337202 | -337202 | -193996 |
Avg Bars in Trades | 75 | 75 | 74 | 75 | 75 | 74 |
Avg Bars in Winners | 41 | 41 | 42 | 41 | 41 | 42 |
Avg Bars in Losers | 216 | 219 | 213 | 216 | 219 | 213 |
Bars Traded | 24378 | 12217 | 12161 | 24378 | 12217 | 12161 |
Profit Streak | 27.0333 | 65.8667 | 27.0333 | 27.0333 | 65.8667 | 27.0333 |
Trades During Streak | 14 | 15 | 7 | 14 | 15 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532617 | 480016 | -44883 | -85576 | -293671 | -54358 |
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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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