Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100788.4493 | 49527.3255 | 51261.1238 | 144888.6824 | 58847.0992 | 86041.5831 |
Total P&L (%) | 100.7884 | 49.5273 | 51.2611 | 144.8887 | 58.8471 | 86.0416 |
Avg Daily Profit (%) | 0.2195 | 0.1079 | 0.1117 | 0.1953 | 0.1009 | 0.1353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22187 | -14002 | -23467 | -40493 | -36985 | -42517 |
Profit Factor | 1.6179 | 1.9628 | 1.459 | 1.5662 | 1.6678 | 1.5128 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 254 | 122 | 132 | 254 | 122 | 132 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 77.439 | 74.3902 | 80.4878 | 77.439 | 74.3902 | 80.4878 |
Ratio Avg Win / Avg Loss | 0.4714 | 0.6757 | 0.3537 | 0.4563 | 0.5742 | 0.3667 |
Largest Winning Trade | 10667 | 6283 | 10667 | 25519 | 9721 | 25519 |
Largest Losing Trade | -21285 | -13637 | -21285 | -38346 | -36104 | -38346 |
Avg Bars in Trades | 32 | 11 | 54 | 32 | 11 | 54 |
Avg Bars in Winners | 15 | 7 | 23 | 15 | 7 | 23 |
Avg Bars in Losers | 91 | 24 | 179 | 91 | 24 | 179 |
Bars Traded | 10764 | 1893 | 8871 | 10764 | 1893 | 8871 |
Profit Streak | 590.7532 | 0 | 603.6282 | 590.7532 | 0 | 603.6282 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473895 | -46407 | -40666 | 457746 | -55716 | -7545 |
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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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