Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120020.0558 | 21496.6569 | 98523.3989 | 150792.9616 | 18930.6294 | 131862.3322 |
Total P&L (%) | 120.0201 | 21.4967 | 98.5234 | 150.793 | 18.9306 | 131.8623 |
Avg Daily Profit (%) | 0.4609 | 0.0825 | 0.3783 | 0.3537 | 0.0666 | 0.3235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35186 | -31245 | -20638 | -70163 | -49414 | -42166 |
Profit Factor | 1.1861 | 1.0701 | 1.2913 | 1.1399 | 1.0369 | 1.2335 |
Total Trades | 923 | 461 | 462 | 923 | 461 | 462 |
Winning Trades | 423 | 198 | 225 | 423 | 198 | 225 |
Losing Trades | 500 | 263 | 237 | 500 | 263 | 237 |
Profitability (%) | 45.8288 | 42.9501 | 48.7013 | 45.8288 | 42.9501 | 48.7013 |
Ratio Avg Win / Avg Loss | 1.402 | 1.4214 | 1.3602 | 1.3474 | 1.3773 | 1.2993 |
Largest Winning Trade | 26366 | 10482 | 26366 | 50795 | 16119 | 50795 |
Largest Losing Trade | -12011 | -12011 | -9569 | -18597 | -18597 | -13221 |
Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Winners | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Losers | 21 | 18 | 25 | 21 | 18 | 25 |
Bars Traded | 24843 | 11196 | 13647 | 24843 | 11196 | 13647 |
Profit Streak | 2.2129 | 2.2129 | 2.265 | 2.2129 | 2.2129 | 2.265 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4471 | -235468 | 303108 | -56182 | -294954 | 273505 |
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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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