Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243983.0493 | -3407.3176 | 247390.3669 | 149181.0383 | -192986.666 | 342167.7043 |
Total P&L (%) | 243.983 | -3.4073 | 247.3904 | 149.181 | -192.9867 | 342.1677 |
Avg Daily Profit (%) | 0.1602 | -0.0022 | 0.1624 | 0.06 | 0 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72978 | -69945 | -87519 | -302256 | -303380 | -238543 |
Profit Factor | 1.2444 | 0.9936 | 1.5312 | 1.0495 | 0.8764 | 1.2361 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 128 | 49 | 79 | 128 | 49 | 79 |
Losing Trades | 237 | 133 | 104 | 237 | 133 | 104 |
Profitability (%) | 35.0685 | 26.9231 | 43.1694 | 35.0685 | 26.9231 | 43.1694 |
Ratio Avg Win / Avg Loss | 2.3041 | 2.6969 | 2.0157 | 1.9433 | 2.3789 | 1.6273 |
Largest Winning Trade | 84006 | 84006 | 39335 | 197586 | 197586 | 95565 |
Largest Losing Trade | -37364 | -14336 | -37364 | -178793 | -41619 | -178793 |
Avg Bars in Trades | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Winners | 29 | 34 | 26 | 29 | 34 | 26 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 5930 | 2843 | 3087 | 5930 | 2843 | 3087 |
Profit Streak | 11.2643 | 0 | 12.7643 | 11.2643 | 0 | 12.7643 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 185449 | -598663 | 307571 | -280765 | -598663 | -63184 |
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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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