Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59709.7136 | 38657.1278 | 21052.5858 | 53526.7368 | 36733.9664 | 16792.7704 |
Total P&L (%) | 59.7097 | 38.6571 | 21.0526 | 53.5267 | 36.734 | 16.7928 |
Avg Daily Profit (%) | 0.2293 | 0.1484 | 0.0808 | 0.1648 | 0.1202 | 0.0596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30096 | -25617 | -17861 | -28398 | -27811 | -20883 |
Profit Factor | 1.2043 | 1.2481 | 1.1543 | 1.1556 | 1.2015 | 1.1038 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 360 | 188 | 172 | 360 | 188 | 172 |
Losing Trades | 104 | 44 | 60 | 104 | 44 | 60 |
Profitability (%) | 77.5862 | 81.0345 | 74.1379 | 77.5862 | 81.0345 | 74.1379 |
Ratio Avg Win / Avg Loss | 0.3479 | 0.2921 | 0.4027 | 0.3338 | 0.2812 | 0.385 |
Largest Winning Trade | 9668 | 9668 | 3962 | 10996 | 10996 | 4396 |
Largest Losing Trade | -19934 | -19934 | -13747 | -18052 | -17969 | -18052 |
Avg Bars in Trades | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 148 | 161 | 140 | 148 | 161 | 140 |
Bars Traded | 24806 | 11932 | 12874 | 24806 | 11932 | 12874 |
Profit Streak | 0 | 9.9313 | 0 | 0 | 9.9313 | 0 |
Trades During Streak | 0 | 10 | 0 | 0 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346429 | 212085 | -141034 | -40250 | -32203 | -227680 |
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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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