Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97975.8594 | 52861.636 | 45114.2234 | 122631.4619 | 45336.2695 | 77295.1924 |
Total P&L (%) | 97.9759 | 52.8616 | 45.1142 | 122.6315 | 45.3363 | 77.2952 |
Avg Daily Profit (%) | 0.2134 | 0.1151 | 0.0983 | 0.1745 | 0.0815 | 0.1248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32496 | -28762 | -19064 | -67158 | -66984 | -20854 |
Profit Factor | 1.2263 | 1.2204 | 1.2337 | 1.2073 | 1.1316 | 1.3129 |
Total Trades | 845 | 422 | 423 | 845 | 422 | 423 |
Winning Trades | 575 | 294 | 281 | 575 | 294 | 281 |
Losing Trades | 270 | 128 | 142 | 270 | 128 | 142 |
Profitability (%) | 68.0473 | 69.6682 | 66.4303 | 68.0473 | 69.6682 | 66.4303 |
Ratio Avg Win / Avg Loss | 0.5758 | 0.5313 | 0.6234 | 0.5669 | 0.4927 | 0.6635 |
Largest Winning Trade | 14950 | 14950 | 10667 | 24776 | 24776 | 22448 |
Largest Losing Trade | -28762 | -28762 | -16184 | -66984 | -66984 | -18268 |
Avg Bars in Trades | 12 | 10 | 15 | 12 | 10 | 15 |
Avg Bars in Winners | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Losers | 22 | 17 | 27 | 22 | 17 | 27 |
Bars Traded | 10974 | 4540 | 6434 | 10974 | 4540 | 6434 |
Profit Streak | 587.1188 | 587.1188 | 590.0354 | 587.1188 | 587.1188 | 590.0354 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495077 | -37817 | -60819 | 478913 | -158710 | -23174 |
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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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