Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107306.9524 | 51225.9375 | 56081.0149 | 124762.9507 | 70955.9123 | 53807.0383 |
Total P&L (%) | 107.307 | 51.2259 | 56.081 | 124.763 | 70.9559 | 53.807 |
Avg Daily Profit (%) | 0.4121 | 0.1967 | 0.2153 | 0.3115 | 0.2061 | 0.1655 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42937 | -32225 | -46460 | -116883 | -72219 | -114819 |
Profit Factor | 1.2632 | 1.2508 | 1.2757 | 1.1424 | 1.167 | 1.1192 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 170 | 87 | 83 | 170 | 87 | 83 |
Losing Trades | 172 | 84 | 88 | 172 | 84 | 88 |
Profitability (%) | 49.7076 | 50.8772 | 48.538 | 49.7076 | 50.8772 | 48.538 |
Ratio Avg Win / Avg Loss | 1.278 | 1.2076 | 1.3525 | 1.1558 | 1.1267 | 1.1867 |
Largest Winning Trade | 26274 | 26274 | 15364 | 29649 | 29649 | 27761 |
Largest Losing Trade | -15061 | -15061 | -9550 | -27230 | -27230 | -20921 |
Avg Bars in Trades | 72 | 73 | 70 | 72 | 73 | 70 |
Avg Bars in Winners | 71 | 68 | 75 | 71 | 68 | 75 |
Avg Bars in Losers | 72 | 78 | 65 | 72 | 78 | 65 |
Bars Traded | 24650 | 12557 | 12093 | 24650 | 12557 | 12093 |
Profit Streak | 0 | 4.2724 | 0 | 0 | 4.2724 | 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 | 344567 | 187793 | 184879 | -55046 | -30097 | -84738 |
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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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