Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100738.1858 | 50105.0222 | 50633.1636 | 152526.8187 | 55592.7835 | 96934.0352 |
Total P&L (%) | 100.7382 | 50.105 | 50.6332 | 152.5268 | 55.5928 | 96.934 |
Avg Daily Profit (%) | 0.2194 | 0.1091 | 0.1103 | 0.202 | 0.0963 | 0.1477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25393 | -14413 | -19664 | -37208 | -39854 | -28216 |
Profit Factor | 1.6554 | 1.6486 | 1.6622 | 1.6411 | 1.419 | 1.9212 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 346 | 171 | 175 | 346 | 171 | 175 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 75.8772 | 75 | 76.7544 | 75.8772 | 75 | 76.7544 |
Ratio Avg Win / Avg Loss | 0.5263 | 0.5495 | 0.5034 | 0.5217 | 0.473 | 0.5818 |
Largest Winning Trade | 11042 | 5521 | 11042 | 28155 | 6260 | 28155 |
Largest Losing Trade | -18366 | -9450 | -18366 | -26756 | -26756 | -26659 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 11 | 10 | 13 | 11 | 10 | 13 |
Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
Bars Traded | 10694 | 5134 | 5560 | 10694 | 5134 | 5560 |
Profit Streak | 597.27 | 0 | 609.9784 | 597.27 | 0 | 609.9784 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503224 | -44874 | -41618 | 496864 | -62775 | 363167 |
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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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