Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117801.4862 | 57072.8197 | 60728.6665 | 158961.4679 | 98363.7619 | 60597.7059 |
Total P&L (%) | 117.8015 | 57.0728 | 60.7287 | 158.9615 | 98.3638 | 60.5977 |
Avg Daily Profit (%) | 0.4524 | 0.2192 | 0.2332 | 0.366 | 0.2634 | 0.1821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43582 | -33911 | -41160 | -60852 | -33897 | -56697 |
Profit Factor | 1.3372 | 1.4096 | 1.2891 | 1.3238 | 1.5132 | 1.2025 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 157 | 85 | 72 | 157 | 85 | 72 |
Losing Trades | 164 | 76 | 88 | 164 | 76 | 88 |
Profitability (%) | 48.9097 | 52.795 | 45 | 48.9097 | 52.795 | 45 |
Ratio Avg Win / Avg Loss | 1.3968 | 1.2604 | 1.5756 | 1.3828 | 1.353 | 1.4697 |
Largest Winning Trade | 15928 | 10999 | 15928 | 20280 | 12764 | 20280 |
Largest Losing Trade | -14590 | -6938 | -14590 | -17924 | -9199 | -17924 |
Avg Bars in Trades | 76 | 37 | 115 | 76 | 37 | 115 |
Avg Bars in Winners | 96 | 36 | 167 | 96 | 36 | 167 |
Avg Bars in Losers | 56 | 37 | 72 | 56 | 37 | 72 |
Bars Traded | 24438 | 5985 | 18453 | 24438 | 5985 | 18453 |
Profit Streak | 2.6369 | 6.7932 | 0 | 2.6369 | 6.7932 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304546 | 291263 | 192885 | 275041 | 358670 | 117779 |
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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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