Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138680.8363 | 66748.7405 | 71932.0959 | 165717.8679 | 66278.684 | 99439.1839 |
Total P&L (%) | 138.6808 | 66.7487 | 71.9321 | 165.7179 | 66.2787 | 99.4392 |
Avg Daily Profit (%) | 0.2095 | 0.1008 | 0.1086 | 0.1477 | 0.0768 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46995 | -58399 | -30607 | -156266 | -162568 | -82151 |
Profit Factor | 1.2897 | 1.2918 | 1.2878 | 1.174 | 1.1423 | 1.2044 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 180 | 94 | 86 | 180 | 94 | 86 |
Losing Trades | 226 | 109 | 117 | 226 | 109 | 117 |
Profitability (%) | 44.335 | 46.3054 | 42.3645 | 44.335 | 46.3054 | 42.3645 |
Ratio Avg Win / Avg Loss | 1.6193 | 1.4979 | 1.7521 | 1.4741 | 1.3246 | 1.6386 |
Largest Winning Trade | 32656 | 32429 | 32656 | 56625 | 56625 | 37193 |
Largest Losing Trade | -11537 | -8334 | -11537 | -29173 | -29173 | -28357 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 54 | 48 | 61 | 54 | 48 | 61 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 15316 | 7275 | 8040 | 15316 | 7275 | 8040 |
Profit Streak | 406.2889 | 409.3306 | 406.2889 | 406.2889 | 409.3306 | 406.2889 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359018 | -58654 | -48821 | -23797 | -154687 | -55095 |
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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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