Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93149.5487 | 43524.2869 | 49625.2618 | 129712.6135 | 44969.1419 | 84743.4715 |
Total P&L (%) | 93.1495 | 43.5243 | 49.6253 | 129.7126 | 44.9691 | 84.7435 |
Avg Daily Profit (%) | 0.2029 | 0.0948 | 0.1081 | 0.1813 | 0.0809 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31147 | -14005 | -21754 | -45022 | -35901 | -30491 |
Profit Factor | 1.6899 | 1.657 | 1.7217 | 1.6108 | 1.3934 | 1.8641 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 229 | 110 | 119 | 229 | 110 | 119 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 85.4478 | 82.0896 | 88.806 | 85.4478 | 82.0896 | 88.806 |
Ratio Avg Win / Avg Loss | 0.2878 | 0.3615 | 0.217 | 0.2743 | 0.304 | 0.235 |
Largest Winning Trade | 11042 | 4658 | 11042 | 25312 | 7181 | 25312 |
Largest Losing Trade | -21754 | -13704 | -21754 | -34883 | -34883 | -30491 |
Avg Bars in Trades | 39 | 37 | 40 | 39 | 37 | 40 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 161 | 134 | 203 | 161 | 134 | 203 |
Bars Traded | 10474 | 5058 | 5416 | 10474 | 5058 | 5416 |
Profit Streak | 593.8881 | 0 | 602.3047 | 593.8881 | 0 | 602.3047 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493522 | -64260 | -44165 | 481382 | -84295 | -8265 |
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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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