Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52850.622 | 1839.9263 | 51010.6957 | 50955.9496 | -2416.0973 | 53372.0469 |
Total P&L (%) | 52.8506 | 1.8399 | 51.0107 | 50.956 | -2.4161 | 53.372 |
Avg Daily Profit (%) | 0.374 | 0.013 | 0.361 | 0.2919 | -0.0173 | 0.3031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14777 | -20097 | -12131 | -16316 | -21099 | -12232 |
Profit Factor | 1.5065 | 1.0288 | 2.2633 | 1.4309 | 0.9668 | 2.1711 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 50.6494 | 44.7368 | 56.4103 | 50.6494 | 44.7368 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.4678 | 1.2708 | 1.7489 | 1.3942 | 1.1942 | 1.6777 |
Largest Winning Trade | 29418 | 29418 | 19820 | 32947 | 32947 | 26615 |
Largest Losing Trade | -10834 | -10834 | -8997 | -16316 | -16316 | -9023 |
Avg Bars in Trades | 85 | 74 | 97 | 85 | 74 | 97 |
Avg Bars in Winners | 109 | 86 | 126 | 109 | 86 | 126 |
Avg Bars in Losers | 62 | 64 | 58 | 62 | 64 | 58 |
Bars Traded | 6619 | 2830 | 3789 | 6619 | 2830 | 3789 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38656 | -533921 | 400224 | -39946 | -582918 | 381686 |
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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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