Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45536.5303 | 16531.1091 | 29005.4211 | 52719.1298 | 16112.2122 | 36606.9176 |
Total P&L (%) | 45.5365 | 16.5311 | 29.0054 | 52.7191 | 16.1122 | 36.6069 |
Avg Daily Profit (%) | 0.8744 | 0.3174 | 0.5569 | 0.8164 | 0.2873 | 0.6008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19553 | -20433 | -8657 | -30015 | -31172 | -12094 |
Profit Factor | 1.4156 | 1.2607 | 1.6283 | 1.3299 | 1.1719 | 1.5543 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 241 | 119 | 122 | 241 | 119 | 122 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 71.7262 | 70.8333 | 72.619 | 71.7262 | 70.8333 | 72.619 |
Ratio Avg Win / Avg Loss | 0.558 | 0.5191 | 0.614 | 0.5242 | 0.4825 | 0.5861 |
Largest Winning Trade | 3445 | 3445 | 2713 | 4229 | 4229 | 3223 |
Largest Losing Trade | -10466 | -10466 | -4565 | -16347 | -16347 | -6789 |
Avg Bars in Trades | 70 | 71 | 70 | 70 | 71 | 70 |
Avg Bars in Winners | 39 | 35 | 42 | 39 | 35 | 42 |
Avg Bars in Losers | 151 | 160 | 143 | 151 | 160 | 143 |
Bars Traded | 23832 | 12025 | 11806 | 23832 | 12025 | 11806 |
Profit Streak | 12.1959 | 0 | 12.9209 | 12.1959 | 0 | 12.9209 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490384 | -1153 | 399583 | 490536 | -33008 | 415375 |
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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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