Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155329.2162 | 107319.8212 | 48009.395 | 172118.6218 | 156493.5673 | 15625.0545 |
Total P&L (%) | 155.3292 | 107.3198 | 48.0094 | 172.1186 | 156.4936 | 15.6251 |
Avg Daily Profit (%) | 0.2982 | 0.2061 | 0.0922 | 0.1924 | 0.181 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71261 | -43002 | -46162 | -258006 | -159520 | -147697 |
Profit Factor | 1.2384 | 1.3303 | 1.147 | 1.1283 | 1.2307 | 1.0236 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 193 | 93 | 100 | 193 | 93 | 100 |
Losing Trades | 189 | 98 | 91 | 189 | 98 | 91 |
Profitability (%) | 50.5236 | 48.6911 | 52.356 | 50.5236 | 48.6911 | 52.356 |
Ratio Avg Win / Avg Loss | 1.2128 | 1.4019 | 1.0438 | 1.1049 | 1.2969 | 0.9314 |
Largest Winning Trade | 31596 | 31596 | 19448 | 55095 | 55095 | 31159 |
Largest Losing Trade | -18242 | -13468 | -18242 | -33315 | -33315 | -26253 |
Avg Bars in Trades | 65 | 62 | 67 | 65 | 62 | 67 |
Avg Bars in Winners | 73 | 68 | 77 | 73 | 68 | 77 |
Avg Bars in Losers | 56 | 57 | 56 | 56 | 57 | 56 |
Bars Traded | 24836 | 12013 | 12823 | 24836 | 12013 | 12823 |
Profit Streak | 6.1572 | 8.678 | 0 | 6.1572 | 8.678 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372935 | 303454 | -130059 | -69656 | 273831 | -361539 |
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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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