Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186273.9529 | 195335.1851 | -9061.2322 | 23766.6482 | 33953.7482 | -10187.1 |
Total P&L (%) | 186.274 | 195.3352 | -9.0612 | 23.7666 | 33.9537 | -10.1871 |
Avg Daily Profit (%) | 0.3576 | 0.375 | -0.0174 | 0.0409 | 0.0561 | -0.0206 |
Buy And Hold Return (%) | 24.1322 | 24.1322 | 24.1322 | 24.1322 | 24.1322 | 24.1322 |
Max Trade Drawdown | -87942 | -84546 | -11741 | -164697 | -161911 | -12876 |
Profit Factor | 1.6884 | 1.8313 | 0.7456 | 1.0651 | 1.1054 | 0.7647 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Losing Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Profitability (%) | 48.5437 | 56.8627 | 40.3846 | 48.5437 | 56.8627 | 40.3846 |
Ratio Avg Win / Avg Loss | 1.7897 | 1.3893 | 1.1006 | 1.129 | 0.8386 | 1.1288 |
Largest Winning Trade | 253643 | 253643 | 5098 | 157306 | 157306 | 5851 |
Largest Losing Trade | -31279 | -31279 | -3134 | -56125 | -56125 | -3920 |
Avg Bars in Trades | 229 | 460 | 3 | 229 | 460 | 3 |
Avg Bars in Winners | 247 | 424 | 3 | 247 | 424 | 3 |
Avg Bars in Losers | 212 | 508 | 3 | 212 | 508 | 3 |
Bars Traded | 23647 | 23481 | 166 | 23647 | 23481 | 166 |
Profit Streak | 33.5745 | 33.6786 | 33.5745 | 33.5745 | 33.6786 | 33.5745 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463458 | -166806 | -761471 | -452247 | -441615 | -761471 |
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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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