Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493370.325 | 323251.9622 | 170118.3628 | 273312.5503 | 155677.246 | 117635.3043 |
Total P&L (%) | 493.3703 | 323.252 | 170.1184 | 273.3126 | 155.6772 | 117.6353 |
Avg Daily Profit (%) | 0.4811 | 0.3152 | 0.1659 | 0.1285 | 0.0916 | 0.0759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128294 | -102304 | -124305 | -151235 | -103553 | -74076 |
Profit Factor | 1.5137 | 1.6958 | 1.3431 | 1.3099 | 1.3388 | 1.2785 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 142 | 64 | 78 | 142 | 64 | 78 |
Losing Trades | 127 | 70 | 57 | 127 | 70 | 57 |
Profitability (%) | 52.7881 | 47.7612 | 57.7778 | 52.7881 | 47.7612 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.3538 | 1.8548 | 0.9815 | 1.1715 | 1.4643 | 0.9343 |
Largest Winning Trade | 200384 | 200384 | 46422 | 128384 | 128384 | 59987 |
Largest Losing Trade | -84221 | -38344 | -84221 | -61016 | -48461 | -61016 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 20 | 18 | 23 | 20 | 18 | 23 |
Bars Traded | 5921 | 2775 | 3146 | 5921 | 2775 | 3146 |
Profit Streak | 12.6453 | 0 | 13.312 | 12.6453 | 0 | 13.312 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506638 | 396981 | 277353 | -18625 | -71167 | -91679 |
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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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