Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175736.8924 | 136485.2826 | 39251.6098 | 143040.6218 | 157172.1705 | -14131.5487 |
Total P&L (%) | 175.7369 | 136.4853 | 39.2516 | 143.0406 | 157.1722 | -14.1315 |
Avg Daily Profit (%) | 0.3374 | 0.2621 | 0.0754 | 0.1707 | 0.1815 | -0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69966 | -55902 | -54461 | -255688 | -120793 | -214555 |
Profit Factor | 1.1728 | 1.2503 | 1.0832 | 1.0655 | 1.1342 | 0.986 |
Total Trades | 723 | 361 | 362 | 723 | 361 | 362 |
Winning Trades | 418 | 202 | 216 | 418 | 202 | 216 |
Losing Trades | 305 | 159 | 146 | 305 | 159 | 146 |
Profitability (%) | 57.8147 | 55.9557 | 59.6685 | 57.8147 | 55.9557 | 59.6685 |
Ratio Avg Win / Avg Loss | 0.8558 | 0.9841 | 0.7322 | 0.7775 | 0.8928 | 0.6665 |
Largest Winning Trade | 23590 | 23590 | 11155 | 47235 | 47235 | 23294 |
Largest Losing Trade | -34794 | -29891 | -34794 | -137534 | -55548 | -137534 |
Avg Bars in Trades | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Winners | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Losers | 43 | 45 | 40 | 43 | 45 | 40 |
Bars Traded | 24504 | 13473 | 11031 | 24504 | 13473 | 11031 |
Profit Streak | 6.1787 | 6.1787 | 8.0537 | 6.1787 | 6.1787 | 8.0537 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17064 | 305804 | -221606 | -136544 | -64870 | -577152 |
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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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