Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1932982.3514 | 1882218.9694 | 50763.382 | 3021451.4949 | 389693.0981 | 2631758.3968 |
Total P&L (%) | 1932.9824 | 1882.219 | 50.7634 | 3021.4515 | 389.6931 | 2631.7584 |
Avg Daily Profit (%) | 0.9281 | 0.9037 | 0.0244 | 0.1653 | 0.0763 | 0.1589 |
Buy And Hold Return (%) | 904.2857 | 904.2857 | 904.2857 | 904.2857 | 904.2857 | 904.2857 |
Max Trade Drawdown | -95062 | -48277 | -99455 | -3936416 | -2763042 | -2060024 |
Profit Factor | 4.7285 | 8.9199 | 1.1808 | 1.253 | 1.062 | 1.4651 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 49.3671 | 50 | 48.7179 | 49.3671 | 50 | 48.7179 |
Ratio Avg Win / Avg Loss | 4.8498 | 8.9199 | 1.2429 | 1.2851 | 1.062 | 1.5422 |
Largest Winning Trade | 1491392 | 1491392 | 65860 | 1651450 | 1651450 | 1572745 |
Largest Losing Trade | -46019 | -46019 | -42347 | -1414913 | -1414913 | -1059631 |
Avg Bars in Trades | 312 | 282 | 342 | 312 | 282 | 342 |
Avg Bars in Winners | 457 | 422 | 495 | 457 | 422 | 495 |
Avg Bars in Losers | 169 | 142 | 197 | 169 | 142 | 197 |
Bars Traded | 24649 | 11300 | 13349 | 24649 | 11300 | 13349 |
Profit Streak | 0 | 0 | 47.9857 | 0 | 0 | 47.9857 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16622 | 556793 | -347655 | -26793 | -409123 | 244182 |
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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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