Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155786.7556 | 96751.5392 | 59035.2164 | 177903.4378 | 112762.6776 | 65140.7603 |
Total P&L (%) | 155.7868 | 96.7515 | 59.0352 | 177.9034 | 112.7627 | 65.1408 |
Avg Daily Profit (%) | 0.2991 | 0.1858 | 0.1133 | 0.1964 | 0.1451 | 0.0964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55592 | -42835 | -54308 | -105211 | -77466 | -53556 |
Profit Factor | 1.2529 | 1.311 | 1.1936 | 1.2191 | 1.2758 | 1.1615 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 190 | 99 | 91 | 190 | 99 | 91 |
Profitability (%) | 40.9938 | 38.5093 | 43.4783 | 40.9938 | 38.5093 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.8034 | 2.0934 | 1.5517 | 1.7547 | 2.0372 | 1.51 |
Largest Winning Trade | 25971 | 25971 | 19041 | 43121 | 43121 | 33067 |
Largest Losing Trade | -14906 | -10515 | -14906 | -25157 | -25157 | -24651 |
Avg Bars in Trades | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Winners | 115 | 118 | 111 | 115 | 118 | 111 |
Avg Bars in Losers | 49 | 54 | 44 | 49 | 54 | 44 |
Bars Traded | 24649 | 12768 | 11881 | 24649 | 12768 | 11881 |
Profit Streak | 10.6095 | 11.3595 | 10.6095 | 10.6095 | 11.3595 | 10.6095 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306754 | 183712 | -51030 | 267719 | -1994 | -108581 |
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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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