Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217529.3092 | 133112.7109 | 84416.5983 | 405521.2303 | 300713.7417 | 104807.4886 |
Total P&L (%) | 217.5293 | 133.1127 | 84.4166 | 405.5212 | 300.7137 | 104.8075 |
Avg Daily Profit (%) | 0.4177 | 0.2556 | 0.1621 | 0.3116 | 0.2669 | 0.1377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70577 | -38170 | -52882 | -472985 | -224264 | -335862 |
Profit Factor | 1.4617 | 1.5468 | 1.3707 | 1.1845 | 1.2687 | 1.0972 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 178 | 92 | 86 | 178 | 92 | 86 |
Profitability (%) | 41.0596 | 39.0728 | 43.0464 | 41.0596 | 39.0728 | 43.0464 |
Ratio Avg Win / Avg Loss | 2.0983 | 2.412 | 1.8136 | 1.7004 | 1.9783 | 1.4517 |
Largest Winning Trade | 41939 | 41939 | 24624 | 134456 | 134456 | 101420 |
Largest Losing Trade | -17814 | -17814 | -12460 | -105873 | -105873 | -80759 |
Avg Bars in Trades | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Winners | 140 | 141 | 138 | 140 | 141 | 138 |
Avg Bars in Losers | 41 | 42 | 39 | 41 | 42 | 39 |
Bars Traded | 24674 | 12221 | 12453 | 24674 | 12221 | 12453 |
Profit Streak | 6.2814 | 6.5939 | 0 | 6.2814 | 6.5939 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356099 | 248607 | 211933 | -9614 | 190894 | -125790 |
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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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