Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469781.771 | 330938.7299 | 138843.0411 | 227115.1605 | 39180.6272 | 187934.5334 |
Total P&L (%) | 469.7818 | 330.9387 | 138.843 | 227.1152 | 39.1806 | 187.9345 |
Avg Daily Profit (%) | 0.2466 | 0.1737 | 0.0729 | 0.0622 | 0.0174 | 0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191011 | -120475 | -177199 | -486170 | -467440 | -269833 |
Profit Factor | 1.2732 | 1.3951 | 1.1574 | 1.0817 | 1.028 | 1.1363 |
Total Trades | 411 | 206 | 205 | 411 | 206 | 205 |
Winning Trades | 222 | 106 | 116 | 222 | 106 | 116 |
Losing Trades | 189 | 100 | 89 | 189 | 100 | 89 |
Profitability (%) | 54.0146 | 51.4563 | 56.5854 | 54.0146 | 51.4563 | 56.5854 |
Ratio Avg Win / Avg Loss | 1.084 | 1.3161 | 0.888 | 0.9209 | 0.9698 | 0.8719 |
Largest Winning Trade | 82062 | 82062 | 37775 | 131513 | 106191 | 131513 |
Largest Losing Trade | -43029 | -38009 | -43029 | -131487 | -131487 | -91912 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5648 | 2836 | 2812 | 5648 | 2836 | 2812 |
Profit Streak | 11.3529 | 11.3529 | 16.0195 | 11.3529 | 11.3529 | 16.0195 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431176 | 348679 | -142409 | -238118 | -361779 | -188751 |
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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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