Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157722.5351 | 56676.9766 | 101045.5585 | 220088.8007 | 71217.7547 | 148871.046 |
Total P&L (%) | 157.7225 | 56.677 | 101.0456 | 220.0888 | 71.2178 | 148.871 |
Avg Daily Profit (%) | 0.6056 | 0.2176 | 0.388 | 0.4478 | 0.2067 | 0.3507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39164 | -31287 | -22702 | -149499 | -109539 | -78109 |
Profit Factor | 1.2886 | 1.2081 | 1.3687 | 1.1593 | 1.1035 | 1.2146 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Losing Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Profitability (%) | 40.1316 | 39.9123 | 40.3509 | 40.1316 | 39.9123 | 40.3509 |
Ratio Avg Win / Avg Loss | 1.9224 | 1.8187 | 2.0233 | 1.7294 | 1.6613 | 1.7956 |
Largest Winning Trade | 45093 | 29763 | 45093 | 54177 | 54177 | 54175 |
Largest Losing Trade | -14877 | -11630 | -14877 | -24575 | -24575 | -23162 |
Avg Bars in Trades | 54 | 52 | 56 | 54 | 52 | 56 |
Avg Bars in Winners | 91 | 86 | 96 | 91 | 86 | 96 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 24792 | 11922 | 12870 | 24792 | 11922 | 12870 |
Profit Streak | 5.3289 | 5.3289 | 5.7143 | 5.3289 | 5.3289 | 5.7143 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398410 | 159761 | 285294 | -35596 | -100959 | 239935 |
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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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