Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220324.3842 | 136268.1287 | 84056.2555 | 78282.4394 | 39330.1454 | 38952.294 |
Total P&L (%) | 220.3244 | 136.2681 | 84.0563 | 78.2824 | 39.3301 | 38.9523 |
Avg Daily Profit (%) | 0.2115 | 0.1308 | 0.0807 | 0.0555 | 0.0318 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90306 | -65061 | -71857 | -270373 | -222096 | -134307 |
Profit Factor | 1.3293 | 1.4523 | 1.2285 | 1.0572 | 1.0605 | 1.0543 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 80.8642 | 80.8642 | 80.8642 | 80.8642 | 80.8642 | 80.8642 |
Ratio Avg Win / Avg Loss | 0.3146 | 0.3437 | 0.2907 | 0.2502 | 0.251 | 0.2495 |
Largest Winning Trade | 29716 | 29716 | 19401 | 40580 | 40580 | 33577 |
Largest Losing Trade | -67501 | -48702 | -67501 | -179108 | -179108 | -134307 |
Avg Bars in Trades | 75 | 70 | 79 | 75 | 70 | 79 |
Avg Bars in Winners | 44 | 41 | 46 | 44 | 41 | 46 |
Avg Bars in Losers | 205 | 192 | 219 | 205 | 192 | 219 |
Bars Traded | 24307 | 11364 | 12943 | 24307 | 11364 | 12943 |
Profit Streak | 21.4729 | 60.5145 | 21.4729 | 21.4729 | 60.5145 | 21.4729 |
Trades During Streak | 9 | 12 | 4 | 9 | 12 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491966 | -12794 | -81178 | -270656 | -302032 | -309430 |
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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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