Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175711.7099 | 182203.088 | -6491.3781 | 81337.7659 | 191762.7531 | -110424.9873 |
Total P&L (%) | 175.7117 | 182.2031 | -6.4914 | 81.3378 | 191.7628 | -110.425 |
Avg Daily Profit (%) | 0.1687 | 0.1749 | -0.0062 | 0.0572 | 0.1028 | 0 |
Buy And Hold Return (%) | 44.5083 | 44.5083 | 44.5083 | 44.5083 | 44.5083 | 44.5083 |
Max Trade Drawdown | -95086 | -72874 | -46183 | -384598 | -284360 | -185749 |
Profit Factor | 1.4322 | 1.6707 | 0.9519 | 1.0697 | 1.2471 | 0.7175 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 58.6466 | 59.0909 | 58.209 | 58.6466 | 59.0909 | 58.209 |
Ratio Avg Win / Avg Loss | 1.0099 | 1.1567 | 0.6834 | 0.7543 | 0.8634 | 0.5151 |
Largest Winning Trade | 64408 | 64408 | 15143 | 182672 | 182672 | 51103 |
Largest Losing Trade | -55469 | -55469 | -23008 | -204413 | -204413 | -104462 |
Avg Bars in Trades | 177 | 330 | 26 | 177 | 330 | 26 |
Avg Bars in Winners | 118 | 217 | 20 | 118 | 217 | 20 |
Avg Bars in Losers | 260 | 494 | 35 | 260 | 494 | 35 |
Bars Traded | 23600 | 21830 | 1770 | 23600 | 21830 | 1770 |
Profit Streak | 17.2609 | 17.3443 | 17.2609 | 17.2609 | 17.3443 | 17.2609 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306629 | -115111 | -695547 | -267620 | -181964 | -695547 |
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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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