Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6516.3337 | -37680.3493 | 44196.6829 | -21960.2089 | -52434.3838 | 30474.1748 |
Total P&L (%) | 6.5163 | -37.6803 | 44.1967 | -21.9602 | -52.4344 | 30.4742 |
Avg Daily Profit (%) | 0.025 | -0.1447 | 0.1697 | -0.0952 | -0.2849 | 0.1022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56635 | -74933 | -24791 | -63195 | -77523 | -16793 |
Profit Factor | 1.0299 | 0.775 | 1.8711 | 0.8768 | 0.6332 | 1.8634 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 72.093 | 69.7674 | 74.4186 | 72.093 | 69.7674 | 74.4186 |
Ratio Avg Win / Avg Loss | 0.3987 | 0.3358 | 0.6432 | 0.3394 | 0.2744 | 0.6406 |
Largest Winning Trade | 10397 | 10397 | 8644 | 10397 | 10397 | 7324 |
Largest Losing Trade | -35555 | -35555 | -15861 | -35336 | -35336 | -10364 |
Avg Bars in Trades | 282 | 416 | 149 | 282 | 416 | 149 |
Avg Bars in Winners | 137 | 199 | 79 | 137 | 199 | 79 |
Avg Bars in Losers | 658 | 916 | 354 | 658 | 916 | 354 |
Bars Traded | 24322 | 17894 | 6428 | 24322 | 17894 | 6428 |
Profit Streak | 19.9798 | 19.9798 | 45.4485 | 19.9798 | 19.9798 | 45.4485 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -510948 | -578090 | 348447 | -577166 | -578090 | -55461 |
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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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