Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92239.5385 | 58354.1403 | 33885.3982 | 112522.6375 | 69215.5961 | 43307.0414 |
Total P&L (%) | 92.2395 | 58.3541 | 33.8854 | 112.5226 | 69.2156 | 43.307 |
Avg Daily Profit (%) | 1.0625 | 0.6722 | 0.3903 | 0.8722 | 0.6078 | 0.4154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50536 | -29631 | -23221 | -42085 | -24465 | -22961 |
Profit Factor | 1.4735 | 1.724 | 1.2967 | 1.6602 | 1.9785 | 1.4344 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 111 | 65 | 46 | 111 | 65 | 46 |
Losing Trades | 162 | 72 | 90 | 162 | 72 | 90 |
Profitability (%) | 40.6593 | 47.4453 | 33.8235 | 40.6593 | 47.4453 | 33.8235 |
Ratio Avg Win / Avg Loss | 2.1505 | 1.9097 | 2.5371 | 2.423 | 2.1916 | 2.8064 |
Largest Winning Trade | 33791 | 25075 | 33791 | 42914 | 42607 | 42914 |
Largest Losing Trade | -7996 | -2921 | -7996 | -7449 | -2913 | -7449 |
Avg Bars in Trades | 90 | 72 | 108 | 90 | 72 | 108 |
Avg Bars in Winners | 142 | 96 | 207 | 142 | 96 | 207 |
Avg Bars in Losers | 54 | 50 | 57 | 54 | 50 | 57 |
Bars Traded | 24619 | 9897 | 14721 | 24619 | 9897 | 14721 |
Profit Streak | 1.5369 | 1.5369 | 3.773 | 1.5369 | 1.5369 | 3.773 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324392 | 317244 | -301 | 350452 | 341165 | 57271 |
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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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