Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243574.5176 | 133652.0534 | 109922.4641 | 598678.9293 | 371444.9789 | 227233.9505 |
Total P&L (%) | 243.5745 | 133.6521 | 109.9225 | 598.6789 | 371.445 | 227.234 |
Avg Daily Profit (%) | 0.4677 | 0.2566 | 0.2111 | 0.374 | 0.2982 | 0.2279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34216 | -53628 | -31382 | -193607 | -263390 | -233471 |
Profit Factor | 1.5045 | 1.5112 | 1.4967 | 1.3156 | 1.3731 | 1.2521 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 145 | 69 | 76 | 145 | 69 | 76 |
Losing Trades | 172 | 90 | 82 | 172 | 90 | 82 |
Profitability (%) | 45.7413 | 43.3962 | 48.1013 | 45.7413 | 43.3962 | 48.1013 |
Ratio Avg Win / Avg Loss | 1.7847 | 1.9711 | 1.6148 | 1.5605 | 1.791 | 1.3509 |
Largest Winning Trade | 30283 | 30283 | 21603 | 127964 | 127964 | 92418 |
Largest Losing Trade | -13696 | -10568 | -13696 | -58847 | -55365 | -58847 |
Avg Bars in Trades | 78 | 79 | 76 | 78 | 79 | 76 |
Avg Bars in Winners | 109 | 117 | 102 | 109 | 117 | 102 |
Avg Bars in Losers | 51 | 51 | 52 | 51 | 51 | 52 |
Bars Traded | 24755 | 12691 | 12064 | 24755 | 12691 | 12064 |
Profit Streak | 4.9901 | 11.1359 | 4.9901 | 4.9901 | 11.1359 | 4.9901 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481974 | 335015 | 352287 | 426570 | 317424 | 263646 |
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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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