Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73677.7142 | 30811.589 | 42866.1252 | 93757.0159 | 29831.3771 | 63925.6388 |
Total P&L (%) | 73.6777 | 30.8116 | 42.8661 | 93.757 | 29.8314 | 63.9256 |
Avg Daily Profit (%) | 0.1605 | 0.0671 | 0.0934 | 0.1442 | 0.0569 | 0.1077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18886 | -13839 | -18937 | -27927 | -27927 | -26505 |
Profit Factor | 1.5455 | 1.537 | 1.5519 | 1.5028 | 1.3415 | 1.6449 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 283 | 138 | 145 | 283 | 138 | 145 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 71.1055 | 69.3467 | 72.8643 | 71.1055 | 69.3467 | 72.8643 |
Ratio Avg Win / Avg Loss | 0.628 | 0.6794 | 0.5779 | 0.6107 | 0.593 | 0.6126 |
Largest Winning Trade | 6292 | 4603 | 6292 | 8138 | 5272 | 8138 |
Largest Losing Trade | -18886 | -13839 | -18886 | -27927 | -27927 | -26433 |
Avg Bars in Trades | 25 | 12 | 39 | 25 | 12 | 39 |
Avg Bars in Winners | 13 | 6 | 21 | 13 | 6 | 21 |
Avg Bars in Losers | 56 | 27 | 88 | 56 | 27 | 88 |
Bars Traded | 10321 | 2482 | 7839 | 10321 | 2482 | 7839 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415094 | -103707 | -67633 | 123190 | -118910 | -46566 |
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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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