Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444986.2357 | 410592.7161 | 34393.5196 | 129716.0477 | 582911.3924 | -453195.3447 |
Total P&L (%) | 444.9862 | 410.5927 | 34.3935 | 129.716 | 582.9114 | -453.1953 |
Avg Daily Profit (%) | 0.2328 | 0.2148 | 0.018 | 0.0435 | 0.1006 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171047 | -161108 | -113109 | -1090829 | -768807 | -757008 |
Profit Factor | 1.4885 | 1.9287 | 1.0734 | 1.0377 | 1.3877 | 0.7658 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Losing Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Profitability (%) | 50.5376 | 53.7634 | 47.3118 | 50.5376 | 53.7634 | 47.3118 |
Ratio Avg Win / Avg Loss | 1.4568 | 1.6587 | 1.1953 | 1.0156 | 1.1934 | 0.8528 |
Largest Winning Trade | 198319 | 198319 | 60874 | 322060 | 322060 | 218432 |
Largest Losing Trade | -42763 | -35960 | -42763 | -330982 | -330982 | -327007 |
Avg Bars in Trades | 39 | 34 | 45 | 39 | 34 | 45 |
Avg Bars in Winners | 54 | 37 | 73 | 54 | 37 | 73 |
Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
Bars Traded | 7409 | 3201 | 4209 | 7409 | 3201 | 4209 |
Profit Streak | 9.8167 | 13.0667 | 0 | 9.8167 | 13.0667 | 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 | 390424 | 439205 | -312719 | -312100 | -56902 | -582129 |
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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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