Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59220.5392 | 39965.7141 | 19254.8251 | 58310.2569 | 33230.0186 | 25080.2383 |
Total P&L (%) | 59.2205 | 39.9657 | 19.2548 | 58.3103 | 33.23 | 25.0802 |
Avg Daily Profit (%) | 0.6822 | 0.4604 | 0.2218 | 0.5306 | 0.331 | 0.2581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28029 | -27937 | -27369 | -52569 | -51293 | -33093 |
Profit Factor | 1.3057 | 1.3938 | 1.2087 | 1.1869 | 1.1937 | 1.1787 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Losing Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Profitability (%) | 67.0996 | 70.6897 | 63.4783 | 67.0996 | 70.6897 | 63.4783 |
Ratio Avg Win / Avg Loss | 0.6402 | 0.5779 | 0.6954 | 0.582 | 0.495 | 0.6781 |
Largest Winning Trade | 9948 | 9948 | 4906 | 11255 | 11255 | 6722 |
Largest Losing Trade | -27369 | -13425 | -27369 | -33093 | -26064 | -33093 |
Avg Bars in Trades | 107 | 105 | 108 | 107 | 105 | 108 |
Avg Bars in Winners | 64 | 62 | 66 | 64 | 62 | 66 |
Avg Bars in Losers | 194 | 209 | 182 | 194 | 209 | 182 |
Bars Traded | 24734 | 12248 | 12486 | 24734 | 12248 | 12486 |
Profit Streak | 0 | 0 | 1.5557 | 0 | 0 | 1.5557 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394356 | 265639 | -4355 | -5413 | -2426 | -24008 |
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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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