Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95274.2917 | 45482.6629 | 49791.6287 | 129543.1849 | 39981.7699 | 89561.415 |
Total P&L (%) | 95.2743 | 45.4827 | 49.7916 | 129.5432 | 39.9818 | 89.5614 |
Avg Daily Profit (%) | 0.2075 | 0.0991 | 0.1085 | 0.1812 | 0.0733 | 0.1394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27738 | -26051 | -20683 | -80179 | -80179 | -35817 |
Profit Factor | 1.6481 | 1.5732 | 1.736 | 1.4513 | 1.2268 | 1.8085 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 243 | 120 | 123 | 243 | 120 | 123 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 81.5436 | 80.5369 | 82.5503 | 81.5436 | 80.5369 | 82.5503 |
Ratio Avg Win / Avg Loss | 0.373 | 0.3802 | 0.367 | 0.3285 | 0.2965 | 0.3823 |
Largest Winning Trade | 6600 | 5874 | 6600 | 8915 | 7238 | 8915 |
Largest Losing Trade | -26051 | -26051 | -20630 | -80179 | -80179 | -35724 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 16 | 14 | 19 | 16 | 14 | 19 |
Avg Bars in Losers | 115 | 116 | 115 | 115 | 116 | 115 |
Bars Traded | 10488 | 5090 | 5398 | 10488 | 5090 | 5398 |
Profit Streak | 594.8865 | 0 | 603.9698 | 594.8865 | 0 | 603.9698 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484013 | -59061 | -44192 | 439840 | -96044 | -1437 |
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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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