Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243029.6275 | 16789.281 | 226240.3465 | 52077.0213 | -63870.9539 | 115947.9752 |
Total P&L (%) | 243.0296 | 16.7893 | 226.2403 | 52.077 | -63.871 | 115.948 |
Avg Daily Profit (%) | 0.159 | 0.011 | 0.148 | 0.0274 | -0.0666 | 0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117932 | -103351 | -104551 | -131106 | -83056 | -93986 |
Profit Factor | 1.2163 | 1.0291 | 1.4143 | 1.0476 | 0.8875 | 1.2205 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Profitability (%) | 50.8475 | 49.6599 | 52.027 | 50.8475 | 49.6599 | 52.027 |
Ratio Avg Win / Avg Loss | 1.1758 | 1.0432 | 1.3041 | 1.0127 | 0.8996 | 1.1254 |
Largest Winning Trade | 39953 | 39953 | 39403 | 50400 | 50400 | 34438 |
Largest Losing Trade | -47456 | -47456 | -35317 | -43050 | -43050 | -42065 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5910 | 2953 | 2958 | 5910 | 2953 | 2958 |
Profit Streak | 11.5593 | 20.8093 | 11.5593 | 11.5593 | 20.8093 | 11.5593 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355066 | -375201 | 226987 | -322553 | -580244 | -125036 |
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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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