Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878264.5798 | 802869.0181 | 75395.5617 | 164072.3828 | -74599.368 | 238671.7509 |
Total P&L (%) | 878.2646 | 802.869 | 75.3956 | 164.0724 | -74.5994 | 238.6718 |
Avg Daily Profit (%) | 0.3781 | 0.3457 | 0.0325 | 0.0418 | -0.059 | 0.0525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236163 | -133233 | -268772 | -343113 | -419365 | -181852 |
Profit Factor | 1.4739 | 1.8665 | 1.0813 | 1.0817 | 0.937 | 1.2895 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 143 | 60 | 83 | 143 | 60 | 83 |
Losing Trades | 278 | 151 | 127 | 278 | 151 | 127 |
Profitability (%) | 33.9667 | 28.436 | 39.5238 | 33.9667 | 28.436 | 39.5238 |
Ratio Avg Win / Avg Loss | 2.8653 | 4.6974 | 1.6546 | 2.1029 | 2.3581 | 1.973 |
Largest Winning Trade | 488754 | 488754 | 56300 | 305556 | 305556 | 78775 |
Largest Losing Trade | -30887 | -23542 | -30887 | -78880 | -78880 | -54141 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 30 | 36 | 26 | 30 | 36 | 26 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 6908 | 3528 | 3380 | 6908 | 3528 | 3380 |
Profit Streak | 8.4239 | 9.7573 | 0 | 8.4239 | 9.7573 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314368 | -354 | -282717 | -269698 | -591179 | -124882 |
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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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