Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196694.5591 | 73718.5134 | 122976.0457 | 406637.71 | 231336.4091 | 175301.3009 |
Total P&L (%) | 196.6946 | 73.7185 | 122.976 | 406.6377 | 231.3364 | 175.3013 |
Avg Daily Profit (%) | 0.7553 | 0.2831 | 0.4722 | 0.625 | 0.4611 | 0.3896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48070 | -41064 | -23826 | -126551 | -42257 | -106722 |
Profit Factor | 1.5233 | 1.4062 | 1.6326 | 1.4759 | 1.6345 | 1.3579 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Profitability (%) | 50.2041 | 51.6393 | 48.7805 | 50.2041 | 51.6393 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.5109 | 1.3169 | 1.7143 | 1.4639 | 1.5308 | 1.4258 |
Largest Winning Trade | 20404 | 20404 | 19905 | 71788 | 71788 | 57193 |
Largest Losing Trade | -15589 | -11738 | -15589 | -39795 | -31848 | -39795 |
Avg Bars in Trades | 100 | 104 | 96 | 100 | 104 | 96 |
Avg Bars in Winners | 133 | 137 | 129 | 133 | 137 | 129 |
Avg Bars in Losers | 67 | 70 | 64 | 67 | 70 | 64 |
Bars Traded | 24642 | 12795 | 11847 | 24642 | 12795 | 11847 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534231 | 275431 | 393902 | 443725 | 415231 | 272958 |
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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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