Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123256.4628 | 63710.798 | 59545.6648 | 197153.966 | 70122.2557 | 127031.7103 |
Total P&L (%) | 123.2565 | 63.7108 | 59.5457 | 197.154 | 70.1223 | 127.0317 |
Avg Daily Profit (%) | 0.2685 | 0.1388 | 0.1297 | 0.2375 | 0.1158 | 0.1788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26821 | -23698 | -17897 | -86234 | -79102 | -23737 |
Profit Factor | 1.3211 | 1.3178 | 1.3247 | 1.3016 | 1.1913 | 1.4425 |
Total Trades | 791 | 395 | 396 | 791 | 395 | 396 |
Winning Trades | 564 | 284 | 280 | 564 | 284 | 280 |
Losing Trades | 227 | 111 | 116 | 227 | 111 | 116 |
Profitability (%) | 71.3021 | 71.8987 | 70.7071 | 71.3021 | 71.8987 | 70.7071 |
Ratio Avg Win / Avg Loss | 0.5317 | 0.515 | 0.5488 | 0.5239 | 0.4656 | 0.5976 |
Largest Winning Trade | 10667 | 4176 | 10667 | 31870 | 10207 | 31870 |
Largest Losing Trade | -23698 | -23698 | -16184 | -78354 | -78354 | -20854 |
Avg Bars in Trades | 13 | 11 | 16 | 13 | 11 | 16 |
Avg Bars in Winners | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Losers | 27 | 21 | 33 | 27 | 21 | 33 |
Bars Traded | 10974 | 4577 | 6397 | 10974 | 4577 | 6397 |
Profit Streak | 598.2186 | 598.2186 | 601.1353 | 598.2186 | 598.2186 | 601.1353 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537894 | -4564 | -16881 | 524082 | -45343 | 426181 |
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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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