Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373224.0133 | 268415.0104 | 104809.0029 | 246542.7243 | 236503.422 | 10039.3023 |
Total P&L (%) | 373.224 | 268.415 | 104.809 | 246.5427 | 236.5034 | 10.0393 |
Avg Daily Profit (%) | 0.3583 | 0.2577 | 0.1006 | 0.1194 | 0.1166 | 0.0092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86344 | -76816 | -92718 | -197465 | -170921 | -148766 |
Profit Factor | 1.4388 | 1.6119 | 1.2545 | 1.1848 | 1.3706 | 1.0144 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 209 | 96 | 113 | 209 | 96 | 113 |
Losing Trades | 167 | 92 | 75 | 167 | 92 | 75 |
Profitability (%) | 55.5851 | 51.0638 | 60.1064 | 55.5851 | 51.0638 | 60.1064 |
Ratio Avg Win / Avg Loss | 1.1497 | 1.5448 | 0.8326 | 0.9467 | 1.3135 | 0.6733 |
Largest Winning Trade | 34222 | 34222 | 20404 | 43144 | 43144 | 37407 |
Largest Losing Trade | -85787 | -39989 | -85787 | -130495 | -96195 | -130495 |
Avg Bars in Trades | 65 | 76 | 55 | 65 | 76 | 55 |
Avg Bars in Winners | 53 | 62 | 45 | 53 | 62 | 45 |
Avg Bars in Losers | 81 | 90 | 70 | 81 | 90 | 70 |
Bars Traded | 24753 | 14299 | 10454 | 24753 | 14299 | 10454 |
Profit Streak | 4.4298 | 5.0131 | 0 | 4.4298 | 5.0131 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459974 | 448179 | -58773 | -49635 | -35596 | -549697 |
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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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