Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158338.1984 | 81849.4382 | 76488.7602 | 263904.614 | 165653.5517 | 98251.0624 |
Total P&L (%) | 158.3382 | 81.8494 | 76.4888 | 263.9046 | 165.6536 | 98.2511 |
Avg Daily Profit (%) | 0.608 | 0.3143 | 0.2937 | 0.4972 | 0.3759 | 0.2631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29526 | -35162 | -28719 | -81060 | -60290 | -61270 |
Profit Factor | 1.3862 | 1.3772 | 1.3962 | 1.3553 | 1.4345 | 1.2718 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 188 | 93 | 95 | 188 | 93 | 95 |
Losing Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Profitability (%) | 56.4565 | 56.0241 | 56.8862 | 56.4565 | 56.0241 | 56.8862 |
Ratio Avg Win / Avg Loss | 1.0691 | 1.0811 | 1.0582 | 1.0453 | 1.126 | 0.9639 |
Largest Winning Trade | 26994 | 26994 | 15469 | 29147 | 29147 | 27239 |
Largest Losing Trade | -12653 | -12653 | -10197 | -32651 | -32651 | -24357 |
Avg Bars in Trades | 74 | 76 | 72 | 74 | 76 | 72 |
Avg Bars in Winners | 70 | 66 | 73 | 70 | 66 | 73 |
Avg Bars in Losers | 79 | 87 | 70 | 79 | 87 | 70 |
Bars Traded | 24732 | 12642 | 12090 | 24732 | 12642 | 12090 |
Profit Streak | 0 | 3.7365 | 0 | 0 | 3.7365 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464453 | 302017 | 320774 | 423586 | 333560 | 224001 |
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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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