Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432981.989 | 258080.8046 | 174901.1844 | 943207.423 | 691936.6728 | 251270.7502 |
Total P&L (%) | 432.982 | 258.0808 | 174.9012 | 943.2074 | 691.9367 | 251.2708 |
Avg Daily Profit (%) | 0.2576 | 0.1535 | 0.104 | 0.1396 | 0.1232 | 0.0748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97247 | -116919 | -62377 | -606444 | -284664 | -530105 |
Profit Factor | 1.5658 | 1.6513 | 1.474 | 1.3722 | 1.5537 | 1.1957 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Profitability (%) | 38.0734 | 37.6147 | 38.5321 | 38.0734 | 37.6147 | 38.5321 |
Ratio Avg Win / Avg Loss | 2.5468 | 2.7387 | 2.3514 | 2.232 | 2.5769 | 1.9074 |
Largest Winning Trade | 94041 | 94041 | 53366 | 328886 | 328886 | 208350 |
Largest Losing Trade | -23716 | -23716 | -22781 | -214558 | -214558 | -127740 |
Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Winners | 37 | 36 | 37 | 37 | 36 | 37 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5013 | 2458 | 2555 | 5013 | 2458 | 2555 |
Profit Streak | 30.576 | 30.576 | 33.9093 | 30.576 | 30.576 | 33.9093 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313727 | 219185 | -55724 | -6849 | -29672 | -101211 |
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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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