Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15622.9367 | -8948.391 | 24571.3276 | 12962.2068 | -12087.6387 | 25049.8455 |
Total P&L (%) | 15.6229 | -8.9484 | 24.5713 | 12.9622 | -12.0876 | 25.0498 |
Avg Daily Profit (%) | 0.3 | -0.1718 | 0.4718 | 0.2343 | -0.2471 | 0.4302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18966 | -24609 | -10909 | -25007 | -29203 | -14038 |
Profit Factor | 1.2264 | 0.7861 | 1.9042 | 1.156 | 0.7562 | 1.7476 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 61.7647 | 52.9412 | 70.5882 | 61.7647 | 52.9412 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.7592 | 0.6987 | 0.7934 | 0.7156 | 0.6722 | 0.7282 |
Largest Winning Trade | 7839 | 7839 | 4820 | 8872 | 8872 | 5761 |
Largest Losing Trade | -10663 | -10663 | -9661 | -12844 | -12844 | -12390 |
Avg Bars in Trades | 350 | 190 | 509 | 350 | 190 | 509 |
Avg Bars in Winners | 253 | 123 | 351 | 253 | 123 | 351 |
Avg Bars in Losers | 506 | 267 | 889 | 506 | 267 | 889 |
Bars Traded | 23832 | 6493 | 17339 | 23832 | 6493 | 17339 |
Profit Streak | 14.0371 | 15.86 | 14.0371 | 14.0371 | 15.86 | 14.0371 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116319 | -580986 | 302727 | -229241 | -580986 | 279477 |
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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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