Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868246.3678 | 696038.1722 | 172208.1956 | 9744273.8077 | 6052100.7427 | 3692173.065 |
Total P&L (%) | 868.2464 | 696.0382 | 172.2082 | 9744.2738 | 6052.1007 | 3692.1731 |
Avg Daily Profit (%) | 0.347 | 0.2781 | 0.0688 | 0.1836 | 0.1647 | 0.1454 |
Buy And Hold Return (%) | 234.8128 | 234.8128 | 234.8128 | 234.8128 | 234.8128 | 234.8128 |
Max Trade Drawdown | -169009 | -131696 | -72228 | -1469565 | -887278 | -669744 |
Profit Factor | 3.5019 | 4.2686 | 2.2843 | 5.6134 | 6.283 | 4.8198 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 66.6667 | 58.8235 | 74.2857 | 66.6667 | 58.8235 | 74.2857 |
Ratio Avg Win / Avg Loss | 1.7509 | 2.988 | 0.7907 | 2.8067 | 4.3981 | 1.6684 |
Largest Winning Trade | 339869 | 339869 | 36932 | 2197902 | 2197902 | 1736126 |
Largest Losing Trade | -46204 | -41918 | -46204 | -644024 | -291339 | -644024 |
Avg Bars in Trades | 68 | 96 | 41 | 68 | 96 | 41 |
Avg Bars in Winners | 53 | 78 | 35 | 53 | 78 | 35 |
Avg Bars in Losers | 98 | 122 | 60 | 98 | 122 | 60 |
Bars Traded | 4740 | 3284 | 1456 | 4740 | 3284 | 1456 |
Profit Streak | 323.0325 | 411.0325 | 323.0325 | 323.0325 | 411.0325 | 323.0325 |
Trades During Streak | 8 | 9 | 4 | 8 | 9 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88892 | 554382 | -260756 | -86249 | 678346 | 490276 |
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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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