Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263944.8131 | 24528.1652 | 239416.6479 | 108587.1888 | -133926.1743 | 242513.3631 |
Total P&L (%) | 263.9448 | 24.5282 | 239.4166 | 108.5872 | -133.9262 | 242.5134 |
Avg Daily Profit (%) | 0.174 | 0.0162 | 0.1578 | 0.0485 | 0 | 0.0812 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137728 | -57356 | -122470 | -539714 | -260324 | -401648 |
Profit Factor | 1.1787 | 1.0352 | 1.3068 | 1.0253 | 0.9318 | 1.104 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 213 | 98 | 115 | 213 | 98 | 115 |
Losing Trades | 263 | 140 | 123 | 263 | 140 | 123 |
Profitability (%) | 44.7479 | 41.1765 | 48.3193 | 44.7479 | 41.1765 | 48.3193 |
Ratio Avg Win / Avg Loss | 1.4554 | 1.4789 | 1.3977 | 1.266 | 1.3311 | 1.1807 |
Largest Winning Trade | 34708 | 24750 | 34708 | 141869 | 85860 | 141869 |
Largest Losing Trade | -40239 | -16069 | -40239 | -263019 | -56136 | -263019 |
Avg Bars in Trades | 12 | 10 | 15 | 12 | 10 | 15 |
Avg Bars in Winners | 15 | 12 | 17 | 15 | 12 | 17 |
Avg Bars in Losers | 10 | 8 | 12 | 10 | 8 | 12 |
Bars Traded | 6039 | 2450 | 3589 | 6039 | 2450 | 3589 |
Profit Streak | 6.074 | 0 | 16.574 | 6.074 | 0 | 16.574 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15142 | -359385 | 315663 | -319483 | -581575 | -189371 |
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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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