Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8890.4921 | -8999.5355 | 17890.0277 | 3971.4184 | -15202.2125 | 19173.6309 |
Total P&L (%) | 8.8905 | -8.9995 | 17.89 | 3.9714 | -15.2022 | 19.1736 |
Avg Daily Profit (%) | 0.1707 | -0.1728 | 0.3435 | 0.0748 | -0.3161 | 0.3374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19909 | -21669 | -2544 | -25568 | -28254 | -2890 |
Profit Factor | 1.1313 | 0.8453 | 2.8761 | 1.0508 | 0.7767 | 2.9051 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 71.0145 | 67.6471 | 74.2857 | 71.0145 | 67.6471 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.4617 | 0.4043 | 0.9956 | 0.4289 | 0.3715 | 1.0056 |
Largest Winning Trade | 6274 | 6274 | 3015 | 6226 | 6226 | 3180 |
Largest Losing Trade | -19909 | -19909 | -4540 | -25568 | -25568 | -4540 |
Avg Bars in Trades | 350 | 519 | 186 | 350 | 519 | 186 |
Avg Bars in Winners | 186 | 237 | 140 | 186 | 237 | 140 |
Avg Bars in Losers | 754 | 1108 | 321 | 754 | 1108 | 321 |
Bars Traded | 24207 | 17663 | 6544 | 24207 | 17663 | 6544 |
Profit Streak | 12.0106 | 0 | 22.046 | 12.0106 | 0 | 22.046 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -340903 | -580564 | 230845 | -529848 | -580564 | 321777 |
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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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