Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161989.009 | 80940.6564 | 81048.3526 | 353424.1085 | 128873.4425 | 224550.6661 |
Total P&L (%) | 161.989 | 80.9407 | 81.0484 | 353.4241 | 128.8734 | 224.5507 |
Avg Daily Profit (%) | 0.3529 | 0.1763 | 0.1765 | 0.3298 | 0.1805 | 0.2568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20346 | -16296 | -20271 | -104745 | -86708 | -32765 |
Profit Factor | 2.1654 | 2.2472 | 2.0938 | 2.149 | 1.7426 | 2.6751 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 252 | 124 | 128 | 252 | 124 | 128 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 81.2903 | 80 | 82.5806 | 81.2903 | 80 | 82.5806 |
Ratio Avg Win / Avg Loss | 0.4984 | 0.5618 | 0.4417 | 0.4946 | 0.4357 | 0.5643 |
Largest Winning Trade | 13754 | 4721 | 13754 | 64335 | 13696 | 64335 |
Largest Losing Trade | -20132 | -16296 | -20132 | -86708 | -86708 | -32583 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
Avg Bars in Losers | 107 | 88 | 127 | 107 | 88 | 127 |
Bars Traded | 10675 | 4672 | 6003 | 10675 | 4672 | 6003 |
Profit Streak | 605.8008 | 606.4258 | 605.8008 | 605.8008 | 606.4258 | 605.8008 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579531 | 483755 | 472199 | 571307 | 439997 | 537274 |
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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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