Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356539.129 | 334041.5499 | 22497.5791 | 271934.8448 | 206678.5519 | 65256.2928 |
Total P&L (%) | 356.5391 | 334.0416 | 22.4976 | 271.9348 | 206.6786 | 65.2563 |
Avg Daily Profit (%) | 0.3423 | 0.3207 | 0.0216 | 0.1262 | 0.1076 | 0.0482 |
Buy And Hold Return (%) | 129.0837 | 129.0837 | 129.0837 | 129.0837 | 129.0837 | 129.0837 |
Max Trade Drawdown | -96671 | -96295 | -34456 | -913626 | -1009859 | -256730 |
Profit Factor | 1.7001 | 1.8202 | 1.2205 | 1.0828 | 1.0776 | 1.1054 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 50.6667 | 52 | 49.3333 | 50.6667 | 52 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.6554 | 1.6802 | 1.2535 | 1.0543 | 0.9947 | 1.1353 |
Largest Winning Trade | 158850 | 158850 | 16401 | 358014 | 358014 | 174523 |
Largest Losing Trade | -59160 | -59160 | -15786 | -496660 | -496660 | -106208 |
Avg Bars in Trades | 163 | 312 | 15 | 163 | 312 | 15 |
Avg Bars in Winners | 149 | 276 | 15 | 149 | 276 | 15 |
Avg Bars in Losers | 178 | 350 | 14 | 178 | 350 | 14 |
Bars Traded | 24583 | 23427 | 1156 | 24583 | 23427 | 1156 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345905 | -48070 | -387128 | -159304 | -252407 | -455803 |
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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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