Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 20135.0309 | -17705.6555 | 37840.6863 | 5405.5479 | -40616.8202 | 46022.3681 |
Total P&L (%) | 20.135 | -17.7057 | 37.8407 | 5.4055 | -40.6168 | 46.0224 |
Avg Daily Profit (%) | 0.1425 | -0.1253 | 0.2678 | 0.0373 | -0.3681 | 0.2683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62953 | -42066 | -27892 | -117621 | -74158 | -56939 |
Profit Factor | 1.1984 | 0.7556 | 2.3018 | 1.0289 | 0.6833 | 1.7811 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 15 | 11 | 4 | 15 | 11 | 4 |
Profitability (%) | 77.9412 | 67.6471 | 88.2353 | 77.9412 | 67.6471 | 88.2353 |
Ratio Avg Win / Avg Loss | 0.3392 | 0.3614 | 0.3069 | 0.2912 | 0.3268 | 0.2375 |
Largest Winning Trade | 10076 | 10076 | 6759 | 11639 | 11639 | 9788 |
Largest Losing Trade | -28703 | -28703 | -27892 | -56939 | -42251 | -56939 |
Avg Bars in Trades | 93 | 104 | 83 | 93 | 104 | 83 |
Avg Bars in Winners | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Losers | 203 | 201 | 211 | 203 | 201 | 211 |
Bars Traded | 6388 | 3543 | 2845 | 6388 | 3543 | 2845 |
Profit Streak | 392.6476 | 392.6476 | 405.356 | 392.6476 | 392.6476 | 405.356 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124312 | -579695 | 391513 | -610012 | -579695 | 381675 |
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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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