Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266665.1661 | 151701.2328 | 114963.9333 | 736500.2863 | 418262.5941 | 318237.6922 |
Total P&L (%) | 266.6652 | 151.7012 | 114.9639 | 736.5003 | 418.2626 | 318.2377 |
Avg Daily Profit (%) | 0.512 | 0.2913 | 0.2207 | 0.4087 | 0.3164 | 0.2751 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41242 | -39154 | -29102 | -220920 | -210832 | -201547 |
Profit Factor | 1.5169 | 1.5597 | 1.4695 | 1.3943 | 1.4211 | 1.3638 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Profitability (%) | 48.659 | 46.5649 | 50.7692 | 48.659 | 46.5649 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.6005 | 1.7898 | 1.425 | 1.4711 | 1.6308 | 1.3225 |
Largest Winning Trade | 28929 | 28929 | 17676 | 133124 | 133124 | 86527 |
Largest Losing Trade | -10472 | -10472 | -9660 | -75191 | -75191 | -60599 |
Avg Bars in Trades | 94 | 97 | 91 | 94 | 97 | 91 |
Avg Bars in Winners | 122 | 128 | 117 | 122 | 128 | 117 |
Avg Bars in Losers | 68 | 70 | 64 | 68 | 70 | 64 |
Bars Traded | 24737 | 12816 | 11921 | 24737 | 12816 | 11921 |
Profit Streak | 9.9945 | 10.182 | 9.9945 | 9.9945 | 10.182 | 9.9945 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526557 | 366236 | 320521 | 442781 | 343489 | 313986 |
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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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