Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141682.8528 | 71412.6629 | 70270.1899 | 202389.4463 | 95454.7408 | 106934.7055 |
Total P&L (%) | 141.6829 | 71.4127 | 70.2702 | 202.3894 | 95.4547 | 106.9347 |
Avg Daily Profit (%) | 0.5441 | 0.2742 | 0.2698 | 0.4258 | 0.2577 | 0.2796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59908 | -40592 | -29396 | -175359 | -120414 | -70866 |
Profit Factor | 1.3561 | 1.3419 | 1.3717 | 1.2119 | 1.1893 | 1.2371 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Losing Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Profitability (%) | 47.8964 | 47.4026 | 48.3871 | 47.8964 | 47.4026 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.4752 | 1.489 | 1.4631 | 1.3183 | 1.3196 | 1.3196 |
Largest Winning Trade | 28977 | 28977 | 16048 | 67335 | 67335 | 44347 |
Largest Losing Trade | -11269 | -11269 | -8585 | -41143 | -41143 | -21745 |
Avg Bars in Trades | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Winners | 84 | 79 | 89 | 84 | 79 | 89 |
Avg Bars in Losers | 74 | 82 | 67 | 74 | 82 | 67 |
Bars Traded | 24573 | 12470 | 12103 | 24573 | 12470 | 12103 |
Profit Streak | 0 | 3.2931 | 0 | 0 | 3.2931 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374060 | 216886 | 251052 | 305959 | -6752 | 224474 |
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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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