Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42660.5362 | -2081.9974 | 44742.5335 | 42016.1846 | -1368.9519 | 43385.1365 |
Total P&L (%) | 42.6605 | -2.082 | 44.7425 | 42.0162 | -1.369 | 43.3851 |
Avg Daily Profit (%) | 0.4914 | -0.024 | 0.5154 | 0.4049 | -0.0159 | 0.416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20328 | -4399 | -17519 | -20011 | -4226 | -17434 |
Profit Factor | 1.6837 | 0.7999 | 1.8606 | 1.6442 | 0.8691 | 1.7923 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 39.6825 | 34.375 | 45.1613 | 39.6825 | 34.375 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.5592 | 1.5271 | 2.2593 | 2.4992 | 1.6592 | 2.1764 |
Largest Winning Trade | 23172 | 2034 | 23172 | 26301 | 2210 | 26301 |
Largest Losing Trade | -9678 | -2264 | -9678 | -9627 | -2072 | -9627 |
Avg Bars in Trades | 390 | 4 | 789 | 390 | 4 | 789 |
Avg Bars in Winners | 693 | 7 | 1233 | 693 | 7 | 1233 |
Avg Bars in Losers | 191 | 3 | 423 | 191 | 3 | 423 |
Bars Traded | 24618 | 148 | 24470 | 24618 | 148 | 24470 |
Profit Streak | 2.7257 | 2.7257 | 7.7639 | 2.7257 | 2.7257 | 7.7639 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146853 | -586627 | 350618 | -147726 | -586627 | 310935 |
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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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