Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163087.5496 | 106013.944 | 57073.6056 | 159481.7619 | 125857.8434 | 33623.9184 |
Total P&L (%) | 163.0876 | 106.0139 | 57.0736 | 159.4818 | 125.8578 | 33.6239 |
Avg Daily Profit (%) | 1.8787 | 1.2212 | 0.6575 | 1.1044 | 0.9429 | 0.3345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57081 | -35232 | -33031 | -62332 | -36348 | -34563 |
Profit Factor | 1.6224 | 1.8532 | 1.4143 | 1.6537 | 2.1143 | 1.2566 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 170 | 83 | 87 | 170 | 83 | 87 |
Losing Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Profitability (%) | 52.6316 | 51.2346 | 54.0373 | 52.6316 | 51.2346 | 54.0373 |
Ratio Avg Win / Avg Loss | 1.4602 | 1.7639 | 1.2029 | 1.4884 | 2.0124 | 1.0689 |
Largest Winning Trade | 125263 | 125263 | 66648 | 144291 | 144291 | 46068 |
Largest Losing Trade | -12034 | -5653 | -12034 | -10348 | -5518 | -10348 |
Avg Bars in Trades | 76 | 75 | 77 | 76 | 75 | 77 |
Avg Bars in Winners | 73 | 74 | 73 | 73 | 74 | 73 |
Avg Bars in Losers | 78 | 76 | 81 | 78 | 76 | 81 |
Bars Traded | 24645 | 12172 | 12473 | 24645 | 12172 | 12473 |
Profit Streak | 0.3063 | 0.3063 | 0.4383 | 0.3063 | 0.3063 | 0.4383 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448651 | 414034 | 245048 | 426633 | 423481 | 41609 |
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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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