Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215952.5659 | 128053.5419 | 87899.024 | 408905.1021 | 283026.4469 | 125878.6552 |
Total P&L (%) | 215.9526 | 128.0535 | 87.899 | 408.9051 | 283.0264 | 125.8787 |
Avg Daily Profit (%) | 0.4146 | 0.2459 | 0.1688 | 0.3129 | 0.2582 | 0.1566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46769 | -56403 | -35853 | -130968 | -166217 | -93720 |
Profit Factor | 1.4565 | 1.5326 | 1.3779 | 1.3391 | 1.4733 | 1.2071 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 43.3476 | 41.8803 | 44.8276 | 43.3476 | 41.8803 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.9036 | 2.1269 | 1.6959 | 1.7501 | 2.0445 | 1.4857 |
Largest Winning Trade | 40731 | 40731 | 21667 | 87674 | 87674 | 63289 |
Largest Losing Trade | -12384 | -10771 | -12384 | -32712 | -32712 | -31999 |
Avg Bars in Trades | 105 | 108 | 103 | 105 | 108 | 103 |
Avg Bars in Winners | 153 | 156 | 151 | 153 | 156 | 151 |
Avg Bars in Losers | 68 | 73 | 64 | 68 | 73 | 64 |
Bars Traded | 24646 | 12686 | 11960 | 24646 | 12686 | 11960 |
Profit Streak | 2.9941 | 18.0983 | 0 | 2.9941 | 18.0983 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306607 | 294659 | 223167 | 249468 | 285394 | 141837 |
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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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