Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313980.1241 | 323627.0068 | -9646.8827 | -71745.7077 | 35544.1097 | -107289.8174 |
Total P&L (%) | 313.9801 | 323.627 | -9.6469 | -71.7457 | 35.5441 | -107.2898 |
Avg Daily Profit (%) | 0.168 | 0.1732 | -0.0052 | -0.0676 | 0.0163 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153609 | -118733 | -155793 | -220313 | -144086 | -158724 |
Profit Factor | 1.1823 | 1.4802 | 0.9908 | 0.9369 | 1.0834 | 0.849 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 153 | 75 | 78 | 153 | 75 | 78 |
Losing Trades | 167 | 85 | 82 | 167 | 85 | 82 |
Profitability (%) | 47.8125 | 46.875 | 48.75 | 47.8125 | 46.875 | 48.75 |
Ratio Avg Win / Avg Loss | 1.2905 | 1.6776 | 1.0416 | 1.0226 | 1.2279 | 0.8926 |
Largest Winning Trade | 96020 | 96020 | 46707 | 65285 | 65285 | 38986 |
Largest Losing Trade | -67648 | -34786 | -67648 | -78981 | -26412 | -78981 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 14 | 13 | 16 | 14 | 13 | 16 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3695 | 1669 | 2026 | 3695 | 1669 | 2026 |
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 | -11500 | 325213 | -579036 | -578010 | -303125 | -580703 |
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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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