Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62042.5277 | 34638.8099 | 27403.7179 | 65809.0648 | 36196.4915 | 29612.5734 |
Total P&L (%) | 62.0425 | 34.6388 | 27.4037 | 65.8091 | 36.1965 | 29.6126 |
Avg Daily Profit (%) | 0.7147 | 0.399 | 0.3157 | 0.5842 | 0.3565 | 0.2992 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23645 | -16072 | -33044 | -28312 | -20611 | -42863 |
Profit Factor | 1.3699 | 1.4127 | 1.327 | 1.3288 | 1.361 | 1.2965 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 51.5337 | 46.3415 | 56.7901 | 51.5337 | 46.3415 | 56.7901 |
Ratio Avg Win / Avg Loss | 1.2883 | 1.6357 | 1.0097 | 1.2497 | 1.5758 | 0.9865 |
Largest Winning Trade | 21978 | 21978 | 8069 | 21341 | 21341 | 11026 |
Largest Losing Trade | -17668 | -5502 | -17668 | -24097 | -7351 | -24097 |
Avg Bars in Trades | 146 | 164 | 128 | 146 | 164 | 128 |
Avg Bars in Winners | 164 | 199 | 136 | 164 | 199 | 136 |
Avg Bars in Losers | 127 | 135 | 119 | 127 | 135 | 119 |
Bars Traded | 23949 | 13505 | 10444 | 23949 | 13505 | 10444 |
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 | 399837 | 24451 | -7507 | 359690 | 4978 | -9304 |
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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) |
---|