Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81915.073 | -5046.1188 | 86961.1918 | 79937.1535 | -4263.3598 | 84200.5133 |
Total P&L (%) | 81.9151 | -5.0461 | 86.9612 | 79.9372 | -4.2634 | 84.2005 |
Avg Daily Profit (%) | 0.3146 | -0.0194 | 0.3339 | 0.2258 | -0.0167 | 0.2348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50428 | -18880 | -37855 | -85945 | -26652 | -68297 |
Profit Factor | 1.6131 | 0.8569 | 1.8841 | 1.3727 | 0.9118 | 1.5067 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 50.5882 | 48.8372 | 52.381 | 50.5882 | 48.8372 | 52.381 |
Ratio Avg Win / Avg Loss | 1.5756 | 0.8977 | 1.7128 | 1.3408 | 0.9552 | 1.3698 |
Largest Winning Trade | 44249 | 8677 | 44249 | 48451 | 13705 | 48451 |
Largest Losing Trade | -18173 | -6237 | -18173 | -36010 | -8806 | -36010 |
Avg Bars in Trades | 290 | 25 | 562 | 290 | 25 | 562 |
Avg Bars in Winners | 349 | 29 | 654 | 349 | 29 | 654 |
Avg Bars in Losers | 231 | 22 | 460 | 231 | 22 | 460 |
Bars Traded | 24719 | 1100 | 23619 | 24719 | 1100 | 23619 |
Profit Streak | 0 | 0 | 9.7458 | 0 | 0 | 9.7458 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380215 | -582297 | 430679 | 261999 | -582297 | 319938 |
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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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