Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176228.1454 | 176424.7547 | -196.6093 | 132177.9316 | 125787.7855 | 6390.1461 |
Total P&L (%) | 176.2281 | 176.4248 | -0.1966 | 132.1779 | 125.7878 | 6.3901 |
Avg Daily Profit (%) | 0.1692 | 0.1694 | -0.0002 | 0.0809 | 0.0782 | 0.0059 |
Buy And Hold Return (%) | 50.1296 | 50.1296 | 50.1296 | 50.1296 | 50.1296 | 50.1296 |
Max Trade Drawdown | -74529 | -72129 | -9550 | -223577 | -216619 | -12189 |
Profit Factor | 1.656 | 1.7234 | 0.9921 | 1.2345 | 1.2414 | 1.1502 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Losing Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Profitability (%) | 65.1685 | 72.7273 | 57.7778 | 65.1685 | 72.7273 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.8851 | 0.6463 | 0.725 | 0.6598 | 0.4655 | 0.8405 |
Largest Winning Trade | 73484 | 73484 | 3096 | 102632 | 102632 | 5579 |
Largest Losing Trade | -39783 | -39783 | -5692 | -133654 | -133654 | -7919 |
Avg Bars in Trades | 263 | 528 | 3 | 263 | 528 | 3 |
Avg Bars in Winners | 166 | 299 | 2 | 166 | 299 | 2 |
Avg Bars in Losers | 444 | 1139 | 5 | 444 | 1139 | 5 |
Bars Traded | 23416 | 23261 | 154 | 23416 | 23261 | 154 |
Profit Streak | 0 | 73.6217 | 0 | 0 | 73.6217 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271615 | 330085 | -579148 | -87880 | -90037 | -406322 |
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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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