Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390559.8408 | 273101.8903 | 117457.9505 | 510862.7711 | 395433.0418 | 115429.7293 |
Total P&L (%) | 390.5598 | 273.1019 | 117.458 | 510.8628 | 395.433 | 115.4297 |
Avg Daily Profit (%) | 0.2863 | 0.2002 | 0.0861 | 0.1328 | 0.1174 | 0.0563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118275 | -73553 | -156708 | -277421 | -182030 | -277930 |
Profit Factor | 1.3075 | 1.4294 | 1.1852 | 1.2563 | 1.3969 | 1.1158 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 184 | 89 | 95 | 184 | 89 | 95 |
Losing Trades | 180 | 93 | 87 | 180 | 93 | 87 |
Profitability (%) | 50.5495 | 48.9011 | 52.1978 | 50.5495 | 48.9011 | 52.1978 |
Ratio Avg Win / Avg Loss | 1.279 | 1.4936 | 1.0854 | 1.229 | 1.4597 | 1.0219 |
Largest Winning Trade | 41872 | 41872 | 41061 | 77932 | 77932 | 71575 |
Largest Losing Trade | -42227 | -31813 | -42227 | -91544 | -64377 | -91544 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4976 | 2488 | 2488 | 4976 | 2488 | 2488 |
Profit Streak | 18.3642 | 28.6142 | 18.3642 | 18.3642 | 28.6142 | 18.3642 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443306 | 368880 | -92755 | -11728 | -33861 | -208854 |
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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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