Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90990.9353 | 42504.706 | 48486.2293 | 124512.0071 | 41306.8924 | 83205.1147 |
Total P&L (%) | 90.9909 | 42.5047 | 48.4862 | 124.512 | 41.3069 | 83.2051 |
Avg Daily Profit (%) | 0.1982 | 0.0926 | 0.1056 | 0.1763 | 0.0753 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22913 | -16607 | -22964 | -35643 | -35643 | -29166 |
Profit Factor | 1.6613 | 1.6292 | 1.6923 | 1.6707 | 1.4074 | 1.9877 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 258 | 128 | 130 | 258 | 128 | 130 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 74.1379 | 73.5632 | 74.7126 | 74.1379 | 73.5632 | 74.7126 |
Ratio Avg Win / Avg Loss | 0.5795 | 0.5855 | 0.5728 | 0.5828 | 0.5058 | 0.6728 |
Largest Winning Trade | 11221 | 11221 | 10667 | 24233 | 12627 | 24233 |
Largest Losing Trade | -22913 | -14177 | -22913 | -35643 | -35643 | -29101 |
Avg Bars in Trades | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 63 | 62 | 65 | 63 | 62 | 65 |
Bars Traded | 10473 | 5256 | 5217 | 10473 | 5256 | 5217 |
Profit Streak | 604.9555 | 0 | 614.2055 | 604.9555 | 0 | 614.2055 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458692 | -68404 | -48619 | 452618 | -92733 | -11446 |
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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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