Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119778.0223 | 67876.1842 | 51901.8382 | 157450.1286 | 123164.1411 | 34285.9874 |
Total P&L (%) | 119.778 | 67.8762 | 51.9018 | 157.4501 | 123.1641 | 34.286 |
Avg Daily Profit (%) | 0.4599 | 0.2606 | 0.1993 | 0.3638 | 0.3087 | 0.1133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38128 | -30604 | -59897 | -106002 | -63839 | -155955 |
Profit Factor | 1.3296 | 1.3677 | 1.2902 | 1.203 | 1.3401 | 1.0829 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 224 | 109 | 115 | 224 | 109 | 115 |
Losing Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Profitability (%) | 57.1429 | 55.6122 | 58.6735 | 57.1429 | 55.6122 | 58.6735 |
Ratio Avg Win / Avg Loss | 0.9972 | 1.0917 | 0.9088 | 0.9023 | 1.0696 | 0.7628 |
Largest Winning Trade | 16186 | 16186 | 13968 | 23549 | 20728 | 23549 |
Largest Losing Trade | -17111 | -16712 | -17111 | -47900 | -30980 | -47900 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 47 | 46 | 47 | 47 | 46 | 47 |
Avg Bars in Losers | 84 | 85 | 83 | 84 | 85 | 83 |
Bars Traded | 24711 | 12473 | 12238 | 24711 | 12473 | 12238 |
Profit Streak | 0.2475 | 0 | 0.2892 | 0.2475 | 0 | 0.2892 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 227733 | 298737 | 47213 | 170294 | 312541 | -178941 |
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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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