Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39364.095 | -6125.333 | 45489.428 | 33964.2876 | -17105.1647 | 51069.4523 |
Total P&L (%) | 39.3641 | -6.1253 | 45.4894 | 33.9643 | -17.1052 | 51.0695 |
Avg Daily Profit (%) | 0.2786 | -0.0433 | 0.3219 | 0.2071 | -0.1327 | 0.2924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29071 | -33996 | -10143 | -32428 | -42625 | -11638 |
Profit Factor | 1.372 | 0.9141 | 2.3166 | 1.2641 | 0.81 | 2.3241 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 53.1646 | 46.1538 | 60 | 53.1646 | 46.1538 | 60 |
Ratio Avg Win / Avg Loss | 1.2086 | 1.0664 | 1.5444 | 1.1136 | 0.945 | 1.5494 |
Largest Winning Trade | 18368 | 18368 | 15430 | 22022 | 22022 | 14972 |
Largest Losing Trade | -21013 | -21013 | -5073 | -27193 | -27193 | -6086 |
Avg Bars in Trades | 78 | 87 | 68 | 78 | 87 | 68 |
Avg Bars in Winners | 85 | 93 | 78 | 85 | 93 | 78 |
Avg Bars in Losers | 70 | 83 | 53 | 70 | 83 | 53 |
Bars Traded | 6171 | 3427 | 2744 | 6171 | 3427 | 2744 |
Profit Streak | 395.2059 | 0 | 414.0601 | 395.2059 | 0 | 414.0601 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25517 | -582360 | 426722 | -27267 | -584026 | 435154 |
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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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