Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317768.9702 | 248098.2014 | 69670.7688 | -9324.3341 | -110604.5285 | 101280.1943 |
Total P&L (%) | 317.769 | 248.0982 | 69.6708 | -9.3243 | -110.6045 | 101.2802 |
Avg Daily Profit (%) | 0.1806 | 0.141 | 0.0396 | -0.0056 | 0 | 0.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101035 | -81595 | -118800 | -218165 | -200413 | -172566 |
Profit Factor | 1.3409 | 1.5306 | 1.1499 | 0.9929 | 0.8517 | 1.1762 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 48.75 | 46.25 | 51.25 | 48.75 | 46.25 | 51.25 |
Ratio Avg Win / Avg Loss | 1.4096 | 1.7789 | 1.0938 | 1.0439 | 0.9898 | 1.1188 |
Largest Winning Trade | 139066 | 139066 | 62773 | 79019 | 79019 | 65382 |
Largest Losing Trade | -70059 | -42608 | -70059 | -108652 | -108652 | -70059 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 22 | 20 | 25 | 22 | 20 | 25 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 3448 | 1732 | 1716 | 3448 | 1732 | 1716 |
Profit Streak | 0 | 0 | 106.0512 | 0 | 0 | 106.0512 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303063 | -22887 | -214101 | -578481 | -601416 | -184977 |
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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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