Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76450.5592 | 34998.0415 | 41452.5177 | 88816.1515 | 29989.3816 | 58826.7698 |
Total P&L (%) | 76.4506 | 34.998 | 41.4525 | 88.8162 | 29.9894 | 58.8268 |
Avg Daily Profit (%) | 0.1665 | 0.0762 | 0.0903 | 0.1385 | 0.0571 | 0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22601 | -22601 | -17998 | -41332 | -41332 | -22456 |
Profit Factor | 1.3256 | 1.2879 | 1.366 | 1.3149 | 1.1971 | 1.4527 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 211 | 111 | 100 | 211 | 111 | 100 |
Losing Trades | 126 | 57 | 69 | 126 | 57 | 69 |
Profitability (%) | 62.6113 | 66.0714 | 59.1716 | 62.6113 | 66.0714 | 59.1716 |
Ratio Avg Win / Avg Loss | 0.7916 | 0.6614 | 0.9426 | 0.7852 | 0.6148 | 1.0023 |
Largest Winning Trade | 9516 | 8157 | 9516 | 15058 | 8132 | 15058 |
Largest Losing Trade | -22601 | -22601 | -14855 | -41332 | -41332 | -18920 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
Bars Traded | 10888 | 5091 | 5797 | 10888 | 5091 | 5797 |
Profit Streak | 600.4192 | 0 | 603.1275 | 600.4192 | 0 | 603.1275 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328466 | -93839 | -73598 | -6353 | -123406 | -56011 |
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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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