Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191453.4952 | 115570.9309 | 75882.5643 | 305301.1679 | 242306.0296 | 62995.1383 |
Total P&L (%) | 191.4535 | 115.5709 | 75.8826 | 305.3012 | 242.306 | 62.9951 |
Avg Daily Profit (%) | 0.3676 | 0.2219 | 0.1457 | 0.2691 | 0.2365 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48230 | -53589 | -40235 | -158694 | -148592 | -166937 |
Profit Factor | 1.3662 | 1.4367 | 1.2939 | 1.2285 | 1.3627 | 1.0943 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Losing Trades | 165 | 86 | 79 | 165 | 86 | 79 |
Profitability (%) | 43.4932 | 41.0959 | 45.8904 | 43.4932 | 41.0959 | 45.8904 |
Ratio Avg Win / Avg Loss | 1.775 | 2.0593 | 1.5257 | 1.596 | 1.9533 | 1.2903 |
Largest Winning Trade | 29104 | 29104 | 22259 | 89912 | 89912 | 63987 |
Largest Losing Trade | -12574 | -9833 | -12574 | -30492 | -30492 | -29210 |
Avg Bars in Trades | 84 | 84 | 84 | 84 | 84 | 84 |
Avg Bars in Winners | 117 | 122 | 111 | 117 | 122 | 111 |
Avg Bars in Losers | 59 | 57 | 61 | 59 | 57 | 61 |
Bars Traded | 24686 | 12355 | 12331 | 24686 | 12355 | 12331 |
Profit Streak | 6.8435 | 18.3019 | 0 | 6.8435 | 18.3019 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351608 | 257900 | 9972 | 290989 | 246128 | -187313 |
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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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