Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240858.4319 | 138562.5606 | 102295.8713 | 581942.447 | 420293.5563 | 161648.8907 |
Total P&L (%) | 240.8584 | 138.5626 | 102.2959 | 581.9424 | 420.2936 | 161.6489 |
Avg Daily Profit (%) | 0.4625 | 0.266 | 0.1964 | 0.3693 | 0.3172 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33604 | -41303 | -34257 | -244303 | -190564 | -241026 |
Profit Factor | 1.6046 | 1.6755 | 1.5293 | 1.3683 | 1.5298 | 1.2055 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Profitability (%) | 47.5 | 46.6667 | 48.3333 | 47.5 | 46.6667 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.7735 | 1.9149 | 1.6348 | 1.5124 | 1.7483 | 1.2886 |
Largest Winning Trade | 29749 | 29749 | 25024 | 158311 | 158311 | 86316 |
Largest Losing Trade | -12653 | -9639 | -12653 | -59416 | -59416 | -53070 |
Avg Bars in Trades | 102 | 100 | 105 | 102 | 100 | 105 |
Avg Bars in Winners | 145 | 142 | 148 | 145 | 142 | 148 |
Avg Bars in Losers | 64 | 63 | 64 | 64 | 63 | 64 |
Bars Traded | 24686 | 12062 | 12624 | 24686 | 12062 | 12624 |
Profit Streak | 6.816 | 8.2535 | 0 | 6.816 | 8.2535 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478888 | 357550 | 314442 | 413931 | 352577 | 199640 |
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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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