Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62602.7213 | 40882.8654 | 21719.8559 | 63701.8225 | 35437.899 | 28263.9235 |
Total P&L (%) | 62.6027 | 40.8829 | 21.7199 | 63.7018 | 35.4379 | 28.2639 |
Avg Daily Profit (%) | 0.7211 | 0.4709 | 0.2502 | 0.5694 | 0.35 | 0.2872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30027 | -31509 | -30027 | -59178 | -59271 | -35844 |
Profit Factor | 1.3053 | 1.3947 | 1.2141 | 1.1862 | 1.1941 | 1.1771 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 162 | 83 | 79 | 162 | 83 | 79 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 66.1224 | 67.4797 | 64.7541 | 66.1224 | 67.4797 | 64.7541 |
Ratio Avg Win / Avg Loss | 0.6688 | 0.6721 | 0.6608 | 0.6077 | 0.5754 | 0.6407 |
Largest Winning Trade | 6491 | 6491 | 5101 | 8176 | 8176 | 7182 |
Largest Losing Trade | -30027 | -12127 | -30027 | -35844 | -21082 | -35844 |
Avg Bars in Trades | 101 | 100 | 102 | 101 | 100 | 102 |
Avg Bars in Winners | 60 | 58 | 63 | 60 | 58 | 63 |
Avg Bars in Losers | 179 | 187 | 172 | 179 | 187 | 172 |
Bars Traded | 24757 | 12303 | 12454 | 24757 | 12303 | 12454 |
Profit Streak | 0 | 0 | 1.6218 | 0 | 0 | 1.6218 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412457 | 247696 | -2473 | -5623 | -2366 | -24907 |
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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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