Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200005.6348 | 106121.3912 | 93884.2436 | 324129.9044 | 171652.2334 | 152477.671 |
Total P&L (%) | 200.0056 | 106.1214 | 93.8842 | 324.1299 | 171.6522 | 152.4777 |
Avg Daily Profit (%) | 0.384 | 0.2038 | 0.1803 | 0.2778 | 0.1921 | 0.178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84544 | -59400 | -57020 | -84449 | -63996 | -65534 |
Profit Factor | 1.4673 | 1.5039 | 1.4318 | 1.6141 | 1.7083 | 1.5341 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 56.6327 | 54.0816 | 59.1837 | 56.6327 | 54.0816 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.1236 | 1.2769 | 0.9875 | 1.236 | 1.4505 | 1.058 |
Largest Winning Trade | 28541 | 26049 | 28541 | 39417 | 39417 | 27385 |
Largest Losing Trade | -27224 | -27224 | -23595 | -38039 | -26971 | -38039 |
Avg Bars in Trades | 125 | 132 | 119 | 125 | 132 | 119 |
Avg Bars in Winners | 118 | 123 | 113 | 118 | 123 | 113 |
Avg Bars in Losers | 136 | 142 | 128 | 136 | 142 | 128 |
Bars Traded | 24682 | 12952 | 11729 | 24682 | 12952 | 11729 |
Profit Streak | 7.9438 | 8.4855 | 7.9438 | 7.9438 | 8.4855 | 7.9438 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474322 | 351870 | 276448 | 471815 | 376936 | 358239 |
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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) |
---|