Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60265.2373 | -5622.994 | 65888.2314 | 21900.454 | -4308.6165 | 26209.0705 |
Total P&L (%) | 60.2652 | -5.623 | 65.8882 | 21.9005 | -4.3086 | 26.2091 |
Avg Daily Profit (%) | 0.2314 | -0.0216 | 0.253 | 0.0761 | -0.0169 | 0.0894 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53090 | -46308 | -57200 | -90687 | -42256 | -97154 |
Profit Factor | 1.2409 | 0.9598 | 1.5968 | 1.0734 | 0.97 | 1.1694 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 71.0526 | 64.9123 | 77.193 | 71.0526 | 64.9123 | 77.193 |
Ratio Avg Win / Avg Loss | 0.5056 | 0.5188 | 0.4718 | 0.4373 | 0.5243 | 0.3455 |
Largest Winning Trade | 14403 | 14403 | 14251 | 15413 | 10921 | 15413 |
Largest Losing Trade | -47881 | -29533 | -47881 | -80307 | -29514 | -80307 |
Avg Bars in Trades | 217 | 229 | 204 | 217 | 229 | 204 |
Avg Bars in Winners | 126 | 118 | 133 | 126 | 118 | 133 |
Avg Bars in Losers | 439 | 436 | 444 | 439 | 436 | 444 |
Bars Traded | 24748 | 13106 | 11642 | 24748 | 13106 | 11642 |
Profit Streak | 9.1622 | 9.1622 | 23.1622 | 9.1622 | 9.1622 | 23.1622 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321404 | -758747 | -168345 | -234783 | -758747 | -289265 |
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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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