Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94843.8443 | 48084.6883 | 46759.156 | 133329.2744 | 45921.1385 | 87408.1359 |
Total P&L (%) | 94.8438 | 48.0847 | 46.7592 | 133.3293 | 45.9211 | 87.4081 |
Avg Daily Profit (%) | 0.2066 | 0.1047 | 0.1019 | 0.1847 | 0.0824 | 0.1369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23729 | -25531 | -18639 | -64792 | -69889 | -26804 |
Profit Factor | 1.5307 | 1.5205 | 1.5415 | 1.4557 | 1.2719 | 1.7066 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 280 | 142 | 138 | 280 | 142 | 138 |
Losing Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Profitability (%) | 77.3481 | 78.453 | 76.2431 | 77.3481 | 78.453 | 76.2431 |
Ratio Avg Win / Avg Loss | 0.4483 | 0.4176 | 0.4803 | 0.4263 | 0.3493 | 0.5318 |
Largest Winning Trade | 5234 | 5234 | 4629 | 8912 | 8912 | 8515 |
Largest Losing Trade | -18239 | -15036 | -18239 | -39829 | -39829 | -26322 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 80 | 69 | 89 | 80 | 69 | 89 |
Bars Traded | 10694 | 4702 | 5992 | 10694 | 4702 | 5992 |
Profit Streak | 601.5449 | 602.2532 | 601.5449 | 601.5449 | 602.2532 | 601.5449 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482871 | -50713 | -54838 | 459649 | -82279 | -6183 |
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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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