Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210975.468 | 81643.4726 | 129331.9955 | 472086.627 | 249191.9438 | 222894.6832 |
Total P&L (%) | 210.9755 | 81.6435 | 129.332 | 472.0866 | 249.1919 | 222.8947 |
Avg Daily Profit (%) | 0.8101 | 0.3135 | 0.4966 | 0.672 | 0.4813 | 0.4511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37254 | -36875 | -17961 | -120401 | -62285 | -93909 |
Profit Factor | 1.5193 | 1.3806 | 1.6744 | 1.4541 | 1.472 | 1.4357 |
Total Trades | 285 | 142 | 143 | 285 | 142 | 143 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Profitability (%) | 41.7544 | 41.5493 | 41.958 | 41.7544 | 41.5493 | 41.958 |
Ratio Avg Win / Avg Loss | 2.1193 | 1.9423 | 2.3162 | 2.0285 | 2.0707 | 1.9861 |
Largest Winning Trade | 28266 | 28266 | 21340 | 80511 | 80511 | 61377 |
Largest Losing Trade | -6688 | -6680 | -6688 | -30769 | -26729 | -30769 |
Avg Bars in Trades | 86 | 91 | 81 | 86 | 91 | 81 |
Avg Bars in Winners | 136 | 137 | 135 | 136 | 137 | 135 |
Avg Bars in Losers | 50 | 58 | 43 | 50 | 58 | 43 |
Bars Traded | 24622 | 12940 | 11682 | 24622 | 12940 | 11682 |
Profit Streak | 2.4022 | 3.0272 | 2.4022 | 2.4022 | 3.0272 | 2.4022 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394287 | 154677 | 249249 | 340245 | 226401 | 193941 |
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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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