Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180969.5273 | 188588.209 | -7618.6818 | 61735.4074 | 53609.6798 | 8125.7276 |
Total P&L (%) | 180.9695 | 188.5882 | -7.6187 | 61.7354 | 53.6097 | 8.1257 |
Avg Daily Profit (%) | 0.1737 | 0.181 | -0.0073 | 0.0462 | 0.0412 | 0.0075 |
Buy And Hold Return (%) | 36.3304 | 36.3304 | 36.3304 | 36.3304 | 36.3304 | 36.3304 |
Max Trade Drawdown | -87073 | -80359 | -17199 | -283548 | -282440 | -32519 |
Profit Factor | 1.5186 | 1.6355 | 0.8541 | 1.069 | 1.068 | 1.0757 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 52.2124 | 53.5714 | 50.8772 | 52.2124 | 53.5714 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.3899 | 1.4174 | 0.8246 | 0.9784 | 0.9256 | 1.0386 |
Largest Winning Trade | 79570 | 79570 | 7957 | 178839 | 178839 | 29897 |
Largest Losing Trade | -54590 | -54590 | -11147 | -185070 | -185070 | -28198 |
Avg Bars in Trades | 215 | 427 | 7 | 215 | 427 | 7 |
Avg Bars in Winners | 218 | 421 | 7 | 218 | 421 | 7 |
Avg Bars in Losers | 212 | 434 | 7 | 212 | 434 | 7 |
Bars Traded | 24359 | 23930 | 429 | 24359 | 23930 | 429 |
Profit Streak | 58.7431 | 76.1598 | 58.7431 | 58.7431 | 76.1598 | 58.7431 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325129 | -170389 | -759881 | -284916 | -481637 | -664917 |
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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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