Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85571.7413 | 45612.0053 | 39959.736 | 107009.9424 | 38713.846 | 68296.0964 |
Total P&L (%) | 85.5717 | 45.612 | 39.9597 | 107.0099 | 38.7138 | 68.2961 |
Avg Daily Profit (%) | 0.1864 | 0.0994 | 0.087 | 0.1586 | 0.0713 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28861 | -27995 | -19621 | -82379 | -80584 | -33806 |
Profit Factor | 1.4659 | 1.4824 | 1.4483 | 1.3123 | 1.2014 | 1.4538 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 318 | 158 | 160 | 318 | 158 | 160 |
Losing Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Profitability (%) | 71.9457 | 71.4932 | 72.3982 | 71.9457 | 71.4932 | 72.3982 |
Ratio Avg Win / Avg Loss | 0.5716 | 0.5911 | 0.5522 | 0.5117 | 0.4791 | 0.5543 |
Largest Winning Trade | 6903 | 6903 | 5731 | 10011 | 7574 | 10011 |
Largest Losing Trade | -27995 | -27995 | -19106 | -80584 | -80584 | -33060 |
Avg Bars in Trades | 24 | 23 | 24 | 24 | 23 | 24 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 48 | 45 | 51 | 48 | 45 | 51 |
Bars Traded | 10692 | 5214 | 5478 | 10692 | 5214 | 5478 |
Profit Streak | 0 | 593.6533 | 0 | 0 | 593.6533 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417727 | -59040 | -76633 | 375383 | -98767 | -39272 |
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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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