Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902720.5729 | 748869.4015 | 153851.1714 | 7194845.249 | 4282410.9508 | 2912434.2982 |
Total P&L (%) | 902.7206 | 748.8694 | 153.8512 | 7194.8452 | 4282.411 | 2912.4343 |
Avg Daily Profit (%) | 0.3601 | 0.2987 | 0.0614 | 0.1713 | 0.1509 | 0.1359 |
Buy And Hold Return (%) | 281.5934 | 281.5934 | 281.5934 | 281.5934 | 281.5934 | 281.5934 |
Max Trade Drawdown | -100355 | -97870 | -69417 | -591681 | -542325 | -244060 |
Profit Factor | 3.0039 | 3.7789 | 1.8501 | 4.4438 | 3.938 | 5.6111 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 59.7403 | 52.6316 | 66.6667 | 59.7403 | 52.6316 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.0244 | 3.401 | 0.925 | 2.9947 | 3.5442 | 2.8056 |
Largest Winning Trade | 401467 | 401467 | 35131 | 2630585 | 2630585 | 1635806 |
Largest Losing Trade | -41709 | -41010 | -41709 | -379343 | -379343 | -163624 |
Avg Bars in Trades | 122 | 140 | 104 | 122 | 140 | 104 |
Avg Bars in Winners | 114 | 119 | 111 | 114 | 119 | 111 |
Avg Bars in Losers | 134 | 164 | 91 | 134 | 164 | 91 |
Bars Traded | 9443 | 5356 | 4087 | 9443 | 5356 | 4087 |
Profit Streak | 162.4712 | 162.4712 | 354.7212 | 162.4712 | 162.4712 | 354.7212 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31168 | 478785 | -272481 | -28204 | 560405 | 22703 |
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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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