Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109225.1278 | 55224.4775 | 54000.6502 | 169550.2105 | 60658.2433 | 108891.9672 |
Total P&L (%) | 109.2251 | 55.2245 | 54.0007 | 169.5502 | 60.6582 | 108.892 |
Avg Daily Profit (%) | 0.2379 | 0.1203 | 0.1176 | 0.2162 | 0.1033 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26031 | -16945 | -20879 | -54927 | -54927 | -32493 |
Profit Factor | 1.7302 | 1.7311 | 1.7293 | 1.6446 | 1.4033 | 1.9669 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 256 | 126 | 130 | 256 | 126 | 130 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 81.5287 | 80.2548 | 82.8025 | 81.5287 | 80.2548 | 82.8025 |
Ratio Avg Win / Avg Loss | 0.392 | 0.4259 | 0.3592 | 0.3726 | 0.3452 | 0.4085 |
Largest Winning Trade | 10989 | 4721 | 10989 | 32093 | 7386 | 32093 |
Largest Losing Trade | -20879 | -16945 | -20879 | -54927 | -54927 | -32493 |
Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 111 | 101 | 123 | 111 | 101 | 123 |
Bars Traded | 10694 | 5087 | 5607 | 10694 | 5087 | 5607 |
Profit Streak | 591.2511 | 0 | 600.3345 | 591.2511 | 0 | 600.3345 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502022 | -28924 | -31244 | 489399 | -52917 | 487223 |
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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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