Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77829.9049 | 41475.0913 | 36354.8136 | 92245.6805 | 35740.888 | 56504.7925 |
Total P&L (%) | 77.8299 | 41.4751 | 36.3548 | 92.2457 | 35.7409 | 56.5048 |
Avg Daily Profit (%) | 0.1695 | 0.0903 | 0.0792 | 0.1425 | 0.0666 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27057 | -27057 | -19543 | -67498 | -67498 | -31013 |
Profit Factor | 1.4131 | 1.4285 | 1.3968 | 1.2935 | 1.2062 | 1.4008 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 314 | 155 | 159 | 314 | 155 | 159 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 71.3636 | 70.4545 | 72.2727 | 71.3636 | 70.4545 | 72.2727 |
Ratio Avg Win / Avg Loss | 0.567 | 0.599 | 0.5359 | 0.519 | 0.5058 | 0.5374 |
Largest Winning Trade | 6292 | 5097 | 6292 | 8112 | 8112 | 7992 |
Largest Losing Trade | -27057 | -27057 | -19543 | -67498 | -67498 | -31013 |
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 | 46 | 50 | 48 | 46 | 50 |
Bars Traded | 10694 | 5277 | 5417 | 10694 | 5277 | 5417 |
Profit Streak | 0 | 602.2881 | 0 | 0 | 602.2881 | 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 | 397832 | -71892 | -87759 | 4261 | -105439 | -61521 |
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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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