Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136154.1118 | 69555.3751 | 66598.7366 | 242125.9935 | 87840.8797 | 154285.1138 |
Total P&L (%) | 136.1541 | 69.5554 | 66.5987 | 242.126 | 87.8409 | 154.2851 |
Avg Daily Profit (%) | 0.2966 | 0.1515 | 0.1451 | 0.2683 | 0.1374 | 0.2035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28248 | -21155 | -17846 | -102683 | -81401 | -27588 |
Profit Factor | 1.3711 | 1.3727 | 1.3695 | 1.3423 | 1.2269 | 1.4819 |
Total Trades | 785 | 392 | 393 | 785 | 392 | 393 |
Winning Trades | 565 | 282 | 283 | 565 | 282 | 283 |
Losing Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Profitability (%) | 71.9745 | 71.9388 | 72.0102 | 71.9745 | 71.9388 | 72.0102 |
Ratio Avg Win / Avg Loss | 0.5339 | 0.5355 | 0.5323 | 0.5227 | 0.4786 | 0.576 |
Largest Winning Trade | 10667 | 4038 | 10667 | 37072 | 11677 | 37072 |
Largest Losing Trade | -20794 | -20794 | -16184 | -79977 | -79977 | -23880 |
Avg Bars in Trades | 13 | 11 | 16 | 13 | 11 | 16 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
Bars Traded | 10974 | 4602 | 6372 | 10974 | 4602 | 6372 |
Profit Streak | 596.9492 | 596.9492 | 599.8658 | 596.9492 | 596.9492 | 599.8658 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559566 | 400509 | 162000 | 544516 | -6803 | 447985 |
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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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