Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203293.6896 | 226963.2076 | -23669.518 | -31719.5124 | 56053.4128 | -87772.9252 |
Total P&L (%) | 203.2937 | 226.9632 | -23.6695 | -31.7195 | 56.0534 | -87.7729 |
Avg Daily Profit (%) | 0.1673 | 0.1868 | -0.0195 | -0.0314 | 0.0366 | -0.1728 |
Buy And Hold Return (%) | 29.5703 | 29.5703 | 29.5703 | 29.5703 | 29.5703 | 29.5703 |
Max Trade Drawdown | -149826 | -131350 | -33426 | -517970 | -448689 | -144029 |
Profit Factor | 1.3795 | 1.5588 | 0.8172 | 0.9799 | 1.0451 | 0.7358 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 53.6364 | 49.0909 | 58.1818 | 53.6364 | 49.0909 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.1925 | 1.6165 | 0.5874 | 0.847 | 1.0838 | 0.5289 |
Largest Winning Trade | 162340 | 162340 | 10800 | 342918 | 342918 | 30447 |
Largest Losing Trade | -48309 | -48309 | -21815 | -196975 | -196975 | -70669 |
Avg Bars in Trades | 118 | 218 | 18 | 118 | 218 | 18 |
Avg Bars in Winners | 119 | 238 | 18 | 119 | 238 | 18 |
Avg Bars in Losers | 117 | 198 | 18 | 117 | 198 | 18 |
Bars Traded | 13031 | 12003 | 1028 | 13031 | 12003 | 1028 |
Profit Streak | 89.4272 | 0 | 90.2605 | 89.4272 | 0 | 90.2605 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329403 | -170124 | -758936 | -579455 | -502918 | -758936 |
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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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