Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104613.7135 | 60613.4816 | 44000.2319 | 131946.7309 | 85261.9222 | 46684.8087 |
Total P&L (%) | 104.6137 | 60.6135 | 44.0002 | 131.9467 | 85.2619 | 46.6848 |
Avg Daily Profit (%) | 0.7531 | 0.4364 | 0.3168 | 0.6075 | 0.4449 | 0.2762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64441 | -20721 | -54017 | -133344 | -41816 | -114959 |
Profit Factor | 1.3892 | 1.5549 | 1.2758 | 1.2708 | 1.4354 | 1.1602 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Profitability (%) | 39.6761 | 39.8374 | 39.5161 | 39.6761 | 39.8374 | 39.5161 |
Ratio Avg Win / Avg Loss | 2.1122 | 2.3482 | 1.9528 | 1.9321 | 2.1677 | 1.7758 |
Largest Winning Trade | 27621 | 20636 | 27621 | 35328 | 34549 | 35328 |
Largest Losing Trade | -17398 | -6921 | -17398 | -32086 | -11410 | -32086 |
Avg Bars in Trades | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Winners | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Losers | 33 | 32 | 33 | 33 | 32 | 33 |
Bars Traded | 13019 | 6233 | 6786 | 13019 | 6233 | 6786 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345062 | 209061 | 61782 | 274201 | 207914 | -42666 |
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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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