Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71226.866 | 36252.0058 | 34974.8602 | 79645.3659 | 27758.282 | 51887.0839 |
Total P&L (%) | 71.2269 | 36.252 | 34.9749 | 79.6454 | 27.7583 | 51.8871 |
Avg Daily Profit (%) | 0.1552 | 0.079 | 0.0762 | 0.1277 | 0.0534 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29091 | -26548 | -20263 | -64115 | -58325 | -29395 |
Profit Factor | 1.4245 | 1.4114 | 1.439 | 1.3075 | 1.1864 | 1.4716 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 223 | 117 | 106 | 223 | 117 | 106 |
Losing Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Profitability (%) | 72.4026 | 75.974 | 68.8312 | 72.4026 | 75.974 | 68.8312 |
Ratio Avg Win / Avg Loss | 0.543 | 0.4463 | 0.6516 | 0.4984 | 0.3752 | 0.6664 |
Largest Winning Trade | 7852 | 7852 | 6477 | 12360 | 12360 | 8085 |
Largest Losing Trade | -26548 | -26548 | -20263 | -58325 | -58325 | -29395 |
Avg Bars in Trades | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Winners | 19 | 21 | 18 | 19 | 21 | 18 |
Avg Bars in Losers | 74 | 74 | 73 | 74 | 74 | 73 |
Bars Traded | 10701 | 5239 | 5463 | 10701 | 5239 | 5463 |
Profit Streak | 600.6576 | 601.8243 | 600.6576 | 600.6576 | 601.8243 | 600.6576 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414558 | -87162 | -91742 | -18992 | -138343 | -70214 |
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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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