Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170262.809 | 77712.3106 | 92550.4984 | 284493.6866 | 180108.4475 | 104385.2391 |
Total P&L (%) | 170.2628 | 77.7123 | 92.5505 | 284.4937 | 180.1084 | 104.3852 |
Avg Daily Profit (%) | 0.6538 | 0.2984 | 0.3554 | 0.5185 | 0.3963 | 0.2749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28405 | -23442 | -31440 | -123865 | -94849 | -104092 |
Profit Factor | 1.4257 | 1.4332 | 1.4196 | 1.283 | 1.442 | 1.1746 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 51.9531 | 50 | 53.9063 | 51.9531 | 50 | 53.9063 |
Ratio Avg Win / Avg Loss | 1.3185 | 1.4332 | 1.2138 | 1.1865 | 1.442 | 1.0044 |
Largest Winning Trade | 15580 | 13387 | 15580 | 44697 | 38972 | 44697 |
Largest Losing Trade | -23622 | -19752 | -23622 | -51865 | -33895 | -51865 |
Avg Bars in Trades | 94 | 100 | 88 | 94 | 100 | 88 |
Avg Bars in Winners | 113 | 115 | 110 | 113 | 115 | 110 |
Avg Bars in Losers | 74 | 85 | 62 | 74 | 85 | 62 |
Bars Traded | 24230 | 12870 | 11360 | 24230 | 12870 | 11360 |
Profit Streak | 3.9477 | 4.031 | 0 | 3.9477 | 4.031 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442089 | 272127 | 311762 | 369057 | 304177 | -21315 |
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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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