Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300255.8476 | 216841.8677 | 83413.9799 | 348899.5818 | 107330.7255 | 241568.8563 |
Total P&L (%) | 300.2558 | 216.8419 | 83.414 | 348.8996 | 107.3307 | 241.5689 |
Avg Daily Profit (%) | 0.2882 | 0.2082 | 0.0801 | 0.1443 | 0.07 | 0.118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72598 | -64848 | -107202 | -293670 | -219986 | -165453 |
Profit Factor | 1.1927 | 1.2771 | 1.1076 | 1.0987 | 1.0576 | 1.1445 |
Total Trades | 823 | 412 | 411 | 823 | 412 | 411 |
Winning Trades | 383 | 199 | 184 | 383 | 199 | 184 |
Losing Trades | 440 | 213 | 227 | 440 | 213 | 227 |
Profitability (%) | 46.5371 | 48.301 | 44.7689 | 46.5371 | 48.301 | 44.7689 |
Ratio Avg Win / Avg Loss | 1.3702 | 1.3669 | 1.3664 | 1.2622 | 1.132 | 1.412 |
Largest Winning Trade | 40082 | 40082 | 36415 | 122035 | 111370 | 122035 |
Largest Losing Trade | -21007 | -21007 | -18692 | -114620 | -114620 | -53938 |
Avg Bars in Trades | 30 | 31 | 28 | 30 | 31 | 28 |
Avg Bars in Winners | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 24755 | 12858 | 11897 | 24755 | 12858 | 11897 |
Profit Streak | 0 | 0 | 2.062 | 0 | 0 | 2.062 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 101145 | 308594 | -190401 | -109504 | -255727 | -99196 |
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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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