Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190218.3865 | 82400.155 | 107818.2315 | 223828.3779 | 148776.1785 | 75052.1994 |
Total P&L (%) | 190.2184 | 82.4002 | 107.8182 | 223.8284 | 148.7762 | 75.0522 |
Avg Daily Profit (%) | 0.3652 | 0.1582 | 0.207 | 0.2259 | 0.1751 | 0.1076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72835 | -55685 | -68357 | -312989 | -232409 | -226071 |
Profit Factor | 1.2427 | 1.2807 | 1.22 | 1.0965 | 1.1696 | 1.0521 |
Total Trades | 457 | 229 | 228 | 457 | 229 | 228 |
Winning Trades | 193 | 94 | 99 | 193 | 94 | 99 |
Losing Trades | 264 | 135 | 129 | 264 | 135 | 129 |
Profitability (%) | 42.2319 | 41.048 | 43.4211 | 42.2319 | 41.048 | 43.4211 |
Ratio Avg Win / Avg Loss | 1.6999 | 1.8393 | 1.5896 | 1.4999 | 1.6798 | 1.3709 |
Largest Winning Trade | 32700 | 32700 | 28700 | 105881 | 103635 | 105881 |
Largest Losing Trade | -16356 | -9749 | -16356 | -48525 | -47107 | -48525 |
Avg Bars in Trades | 54 | 22 | 85 | 54 | 22 | 85 |
Avg Bars in Winners | 81 | 30 | 128 | 81 | 30 | 128 |
Avg Bars in Losers | 34 | 16 | 52 | 34 | 16 | 52 |
Bars Traded | 24728 | 5164 | 19564 | 24728 | 5164 | 19564 |
Profit Streak | 7.8671 | 8.7837 | 7.8671 | 7.8671 | 8.7837 | 7.8671 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368495 | 227892 | 236628 | -106139 | -27441 | -214459 |
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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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