Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66183.5452 | 40385.6885 | 25797.8567 | 65833.7741 | 34178.2427 | 31655.5313 |
Total P&L (%) | 66.1835 | 40.3857 | 25.7979 | 65.8338 | 34.1782 | 31.6555 |
Avg Daily Profit (%) | 0.7624 | 0.4652 | 0.2972 | 0.5844 | 0.3392 | 0.3173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30495 | -31345 | -35795 | -63745 | -63810 | -59601 |
Profit Factor | 1.3384 | 1.4048 | 1.2693 | 1.1885 | 1.1898 | 1.1871 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 62.0321 | 62.3656 | 61.7021 | 62.0321 | 62.3656 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.8192 | 0.8477 | 0.7878 | 0.7274 | 0.718 | 0.7368 |
Largest Winning Trade | 13556 | 13556 | 13178 | 24321 | 18739 | 24321 |
Largest Losing Trade | -24244 | -14660 | -24244 | -42555 | -28870 | -42555 |
Avg Bars in Trades | 130 | 151 | 108 | 130 | 151 | 108 |
Avg Bars in Winners | 86 | 94 | 77 | 86 | 94 | 77 |
Avg Bars in Losers | 201 | 246 | 157 | 201 | 246 | 157 |
Bars Traded | 24310 | 14135 | 10175 | 24310 | 14135 | 10175 |
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 | 411031 | 219887 | 88680 | -3665 | -8047 | -11468 |
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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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