Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73040.0457 | 38146.0001 | 34894.0456 | 84018.4127 | 31129.8976 | 52888.5151 |
Total P&L (%) | 73.04 | 38.146 | 34.894 | 84.0184 | 31.1299 | 52.8885 |
Avg Daily Profit (%) | 0.1591 | 0.0831 | 0.076 | 0.1329 | 0.0591 | 0.0925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28064 | -27357 | -19683 | -61902 | -60081 | -28043 |
Profit Factor | 1.4053 | 1.392 | 1.4208 | 1.3076 | 1.1974 | 1.458 |
Total Trades | 506 | 253 | 253 | 506 | 253 | 253 |
Winning Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 74.7036 | 74.7036 | 74.7036 | 74.7036 | 74.7036 | 74.7036 |
Ratio Avg Win / Avg Loss | 0.4759 | 0.4714 | 0.4811 | 0.4428 | 0.4055 | 0.4937 |
Largest Winning Trade | 7597 | 7597 | 6292 | 7648 | 7648 | 6413 |
Largest Losing Trade | -27357 | -27357 | -18239 | -60081 | -60081 | -26324 |
Avg Bars in Trades | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Winners | 11 | 9 | 12 | 11 | 9 | 12 |
Avg Bars in Losers | 50 | 50 | 51 | 50 | 50 | 51 |
Bars Traded | 10694 | 5043 | 5651 | 10694 | 5043 | 5651 |
Profit Streak | 591.643 | 592.268 | 591.643 | 591.643 | 592.268 | 591.643 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470687 | -80590 | -90164 | -10356 | -117281 | -66389 |
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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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