Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174940.2509 | 111907.0036 | 63033.2473 | 228609.1889 | 160782.5935 | 67826.5954 |
Total P&L (%) | 174.9403 | 111.907 | 63.0332 | 228.6092 | 160.7826 | 67.8266 |
Avg Daily Profit (%) | 0.3359 | 0.2149 | 0.121 | 0.2287 | 0.1842 | 0.0995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42669 | -55817 | -42118 | -140999 | -160213 | -87532 |
Profit Factor | 1.2677 | 1.3507 | 1.1885 | 1.1581 | 1.2274 | 1.0918 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Losing Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Profitability (%) | 46.2725 | 46.3918 | 46.1538 | 46.2725 | 46.3918 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.4719 | 1.5608 | 1.3866 | 1.3447 | 1.4184 | 1.2738 |
Largest Winning Trade | 30855 | 30855 | 19941 | 63243 | 63243 | 43602 |
Largest Losing Trade | -19821 | -19821 | -13209 | -51735 | -51735 | -42086 |
Avg Bars in Trades | 63 | 63 | 63 | 63 | 63 | 63 |
Avg Bars in Winners | 87 | 84 | 89 | 87 | 84 | 89 |
Avg Bars in Losers | 43 | 45 | 40 | 43 | 45 | 40 |
Bars Traded | 24716 | 12393 | 12323 | 24716 | 12393 | 12323 |
Profit Streak | 0 | 12.9157 | 0 | 0 | 12.9157 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312626 | 332870 | -46692 | -38716 | 256317 | -181491 |
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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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