Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102573.5324 | 49184.3261 | 53389.2063 | 153640.2567 | 54706.3314 | 98933.9253 |
Total P&L (%) | 102.5735 | 49.1843 | 53.3892 | 153.6403 | 54.7063 | 98.9339 |
Avg Daily Profit (%) | 0.2234 | 0.1071 | 0.1163 | 0.2029 | 0.0951 | 0.1499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22672 | -16726 | -19583 | -40694 | -43616 | -22202 |
Profit Factor | 1.4948 | 1.5029 | 1.4875 | 1.5384 | 1.3663 | 1.7273 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 76.2443 | 76.4706 | 76.0181 | 76.2443 | 76.4706 | 76.0181 |
Ratio Avg Win / Avg Loss | 0.4657 | 0.4624 | 0.4693 | 0.4793 | 0.4204 | 0.5449 |
Largest Winning Trade | 10989 | 4444 | 10989 | 26061 | 10346 | 26061 |
Largest Losing Trade | -19583 | -15460 | -19583 | -40694 | -40694 | -22202 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 63 | 58 | 67 | 63 | 58 | 67 |
Bars Traded | 10764 | 5096 | 5668 | 10764 | 5096 | 5668 |
Profit Streak | 585.0581 | 0 | 588.6414 | 585.0581 | 0 | 588.6414 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476543 | -47882 | -34452 | 479835 | -64663 | 447799 |
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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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