Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72077.7702 | 52561.4108 | 19516.3594 | -40670.6357 | 51430.7792 | -92101.4149 |
Total P&L (%) | 72.0778 | 52.5614 | 19.5164 | -40.6706 | 51.4308 | -92.1014 |
Avg Daily Profit (%) | 0.2768 | 0.2018 | 0.0749 | -0.2003 | 0.1595 | -0.97 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84516 | -37200 | -85041 | -186745 | -51163 | -188666 |
Profit Factor | 1.2076 | 1.3788 | 1.0937 | 0.9279 | 1.2788 | 0.7572 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 265 | 127 | 138 | 265 | 127 | 138 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 78.1711 | 75.1479 | 81.1765 | 78.1711 | 75.1479 | 81.1765 |
Ratio Avg Win / Avg Loss | 0.3372 | 0.456 | 0.2536 | 0.2591 | 0.4229 | 0.1756 |
Largest Winning Trade | 7223 | 6674 | 7223 | 8769 | 8534 | 8769 |
Largest Losing Trade | -84443 | -29317 | -84443 | -183604 | -35685 | -183604 |
Avg Bars in Trades | 72 | 66 | 77 | 72 | 66 | 77 |
Avg Bars in Winners | 31 | 26 | 35 | 31 | 26 | 35 |
Avg Bars in Losers | 218 | 186 | 259 | 218 | 186 | 259 |
Bars Traded | 24454 | 11250 | 13204 | 24454 | 11250 | 13204 |
Profit Streak | 6.0895 | 8.7041 | 6.0895 | 6.0895 | 8.7041 | 6.0895 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407790 | 296521 | -215341 | -575580 | 258792 | -576861 |
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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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