Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78974.9299 | 38237.0572 | 40737.8727 | 99783.8584 | 36185.7086 | 63598.1498 |
Total P&L (%) | 78.9749 | 38.2371 | 40.7379 | 99.7839 | 36.1857 | 63.5982 |
Avg Daily Profit (%) | 0.172 | 0.0833 | 0.0887 | 0.1509 | 0.0673 | 0.1073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30660 | -19852 | -20587 | -28368 | -20100 | -20081 |
Profit Factor | 1.2997 | 1.3038 | 1.2961 | 1.3326 | 1.239 | 1.428 |
Total Trades | 540 | 270 | 270 | 540 | 270 | 270 |
Winning Trades | 397 | 202 | 195 | 397 | 202 | 195 |
Losing Trades | 143 | 68 | 75 | 143 | 68 | 75 |
Profitability (%) | 73.5185 | 74.8148 | 72.2222 | 73.5185 | 74.8148 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.4682 | 0.4389 | 0.4985 | 0.48 | 0.4171 | 0.5492 |
Largest Winning Trade | 13858 | 4444 | 13858 | 23258 | 8230 | 23258 |
Largest Losing Trade | -16811 | -10207 | -16811 | -19505 | -19505 | -17012 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 47 | 42 | 50 | 47 | 42 | 50 |
Bars Traded | 10791 | 4985 | 5806 | 10791 | 4985 | 5806 |
Profit Streak | 600.3627 | 600.3627 | 603.696 | 600.3627 | 600.3627 | 603.696 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450511 | -81242 | -73652 | 451232 | -103422 | -46392 |
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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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