Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7644757.0182 | 7646401.7276 | -1644.7094 | 4461264.3646 | 3772507.7344 | 688756.6302 |
Total P&L (%) | 7644.757 | 7646.4017 | -1.6447 | 4461.2644 | 3772.5077 | 688.7566 |
Avg Daily Profit (%) | 3.8944 | 3.8953 | -0.0008 | 0.1948 | 0.1864 | 0.1053 |
Buy And Hold Return (%) | 4898.6825 | 4898.6825 | 4898.6825 | 4898.6825 | 4898.6825 | 4898.6825 |
Max Trade Drawdown | -87508 | -71238 | -56980 | -7617429 | -6450367 | -1391272 |
Profit Factor | 19.5614 | 28.7787 | 0.988 | 1.2249 | 1.256 | 1.1351 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.1013 | 46.1538 | 50 | 48.1013 | 46.1538 | 50 |
Ratio Avg Win / Avg Loss | 21.1057 | 33.5751 | 0.988 | 1.3216 | 1.4654 | 1.1351 |
Largest Winning Trade | 7543733 | 7543733 | 30600 | 5736479 | 5736479 | 1100310 |
Largest Losing Trade | -54883 | -54883 | -34999 | -3350016 | -3350016 | -752169 |
Avg Bars in Trades | 138 | 258 | 21 | 138 | 258 | 21 |
Avg Bars in Winners | 185 | 365 | 22 | 185 | 365 | 22 |
Avg Bars in Losers | 94 | 166 | 19 | 94 | 166 | 19 |
Bars Traded | 10928 | 10085 | 843 | 10928 | 10085 | 843 |
Profit Streak | 449.6372 | 450.4706 | 449.6372 | 449.6372 | 450.4706 | 449.6372 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16492 | 492288 | -579887 | -189213 | -158931 | -288837 |
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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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