Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283449.4629 | 209299.1547 | 74150.3082 | 180900.3295 | 111026.1893 | 69874.1402 |
Total P&L (%) | 283.4495 | 209.2992 | 74.1503 | 180.9003 | 111.0262 | 69.8741 |
Avg Daily Profit (%) | 0.2721 | 0.2009 | 0.0712 | 0.0992 | 0.0717 | 0.0509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109166 | -87111 | -83974 | -309046 | -197217 | -160701 |
Profit Factor | 1.2871 | 1.4155 | 1.1533 | 1.1078 | 1.124 | 1.0893 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Profitability (%) | 43.5088 | 40.8451 | 46.1538 | 43.5088 | 40.8451 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.6712 | 2.0501 | 1.3455 | 1.4384 | 1.6278 | 1.2709 |
Largest Winning Trade | 103020 | 103020 | 29030 | 166895 | 166895 | 70202 |
Largest Losing Trade | -28193 | -28193 | -27843 | -56154 | -56154 | -53104 |
Avg Bars in Trades | 86 | 93 | 79 | 86 | 93 | 79 |
Avg Bars in Winners | 111 | 122 | 101 | 111 | 122 | 101 |
Avg Bars in Losers | 67 | 73 | 60 | 67 | 73 | 60 |
Bars Traded | 24663 | 13281 | 11382 | 24663 | 13281 | 11382 |
Profit Streak | 11.4329 | 0 | 18.5579 | 11.4329 | 0 | 18.5579 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322311 | 208507 | -150368 | -162880 | -183983 | -247859 |
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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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