Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240008.2673 | 118516.2205 | 121492.0469 | 520561.3744 | 263587.02 | 256974.3544 |
Total P&L (%) | 240.0083 | 118.5162 | 121.492 | 520.5614 | 263.587 | 256.9744 |
Avg Daily Profit (%) | 0.4608 | 0.2276 | 0.2333 | 0.3511 | 0.2482 | 0.2446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44999 | -46025 | -46970 | -161023 | -96287 | -155763 |
Profit Factor | 1.4287 | 1.3899 | 1.4748 | 1.342 | 1.3395 | 1.3446 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Losing Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Profitability (%) | 48.7261 | 49.0446 | 48.4076 | 48.7261 | 49.0446 | 48.4076 |
Ratio Avg Win / Avg Loss | 1.5034 | 1.4441 | 1.5718 | 1.4122 | 1.3917 | 1.433 |
Largest Winning Trade | 24218 | 24218 | 21932 | 92091 | 92091 | 90241 |
Largest Losing Trade | -17606 | -17606 | -14001 | -73857 | -47485 | -73857 |
Avg Bars in Trades | 78 | 84 | 73 | 78 | 84 | 73 |
Avg Bars in Winners | 95 | 96 | 93 | 95 | 96 | 93 |
Avg Bars in Losers | 62 | 72 | 53 | 62 | 72 | 53 |
Bars Traded | 24673 | 13198 | 11475 | 24673 | 13198 | 11475 |
Profit Streak | 0 | 5.8134 | 0 | 0 | 5.8134 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446748 | 323597 | 332909 | 368909 | 318840 | 267760 |
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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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