Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614471.9369 | 470378.0284 | 144093.9085 | 1003722.9487 | 354555.0693 | 649167.8794 |
Total P&L (%) | 614.4719 | 470.378 | 144.0939 | 1003.7229 | 354.5551 | 649.1679 |
Avg Daily Profit (%) | 0.3232 | 0.2474 | 0.0758 | 0.1264 | 0.0797 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184948 | -83748 | -163967 | -489519 | -571413 | -391262 |
Profit Factor | 1.9948 | 2.511 | 1.4703 | 1.3941 | 1.2359 | 1.6219 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 38.8889 | 33.3333 | 44.4444 | 38.8889 | 33.3333 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.1347 | 5.022 | 1.8379 | 2.1907 | 2.4717 | 2.0274 |
Largest Winning Trade | 227828 | 227828 | 60763 | 365869 | 365869 | 354625 |
Largest Losing Trade | -28474 | -27582 | -28474 | -420383 | -420383 | -103468 |
Avg Bars in Trades | 123 | 110 | 136 | 123 | 110 | 136 |
Avg Bars in Winners | 245 | 240 | 248 | 245 | 240 | 248 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 11118 | 4989 | 6128 | 11118 | 4989 | 6128 |
Profit Streak | 0 | 0 | 711.8615 | 0 | 0 | 711.8615 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316800 | 230294 | -90660 | -26201 | -92194 | -49161 |
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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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