Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113807.3442 | 56445.9754 | 57361.3689 | 119117.898 | 41225.1624 | 77892.7355 |
Total P&L (%) | 113.8073 | 56.446 | 57.3614 | 119.1179 | 41.2252 | 77.8927 |
Avg Daily Profit (%) | 0.437 | 0.2168 | 0.2203 | 0.3017 | 0.1326 | 0.2214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71336 | -37585 | -46945 | -131110 | -69258 | -75658 |
Profit Factor | 1.2037 | 1.1898 | 1.2195 | 1.1454 | 1.0926 | 1.208 |
Total Trades | 526 | 263 | 263 | 526 | 263 | 263 |
Winning Trades | 272 | 131 | 141 | 272 | 131 | 141 |
Losing Trades | 254 | 132 | 122 | 254 | 132 | 122 |
Profitability (%) | 51.711 | 49.8099 | 53.6122 | 51.711 | 49.8099 | 53.6122 |
Ratio Avg Win / Avg Loss | 1.124 | 1.1989 | 1.0551 | 1.0696 | 1.101 | 1.0453 |
Largest Winning Trade | 13268 | 13268 | 8954 | 23053 | 23053 | 12381 |
Largest Losing Trade | -23145 | -18697 | -23145 | -28912 | -28463 | -28912 |
Avg Bars in Trades | 47 | 48 | 45 | 47 | 48 | 45 |
Avg Bars in Winners | 40 | 41 | 40 | 40 | 41 | 40 |
Avg Bars in Losers | 53 | 55 | 52 | 53 | 55 | 52 |
Bars Traded | 24793 | 12789 | 12004 | 24793 | 12789 | 12004 |
Profit Streak | 3.5669 | 3.5669 | 5.994 | 3.5669 | 3.5669 | 5.994 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395652 | -6129 | 293106 | -50278 | -137955 | 321285 |
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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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