Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47934.3949 | 28725.9135 | 19208.4814 | 15396.7471 | 59344.356 | -43947.6089 |
Total P&L (%) | 47.9344 | 28.7259 | 19.2085 | 15.3967 | 59.3444 | -43.9476 |
Avg Daily Profit (%) | 0.1841 | 0.1103 | 0.0738 | 0.055 | 0.1791 | -0.222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80785 | -8008 | -81390 | -217351 | -20042 | -214939 |
Profit Factor | 1.2745 | 1.99 | 1.1319 | 1.038 | 2.0437 | 0.8739 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 56 | 55.2632 | 56.7568 | 56 | 55.2632 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.0014 | 1.611 | 0.8624 | 0.8156 | 1.6544 | 0.6659 |
Largest Winning Trade | 18287 | 10620 | 18287 | 38122 | 28893 | 38122 |
Largest Losing Trade | -34725 | -7953 | -34725 | -105809 | -16898 | -105809 |
Avg Bars in Trades | 326 | 49 | 611 | 326 | 49 | 611 |
Avg Bars in Winners | 335 | 52 | 619 | 335 | 52 | 619 |
Avg Bars in Losers | 315 | 45 | 601 | 315 | 45 | 601 |
Bars Traded | 24503 | 1874 | 22629 | 24503 | 1874 | 22629 |
Profit Streak | 1.5721 | 23.5513 | 0 | 1.5721 | 23.5513 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58173 | -44841 | -179487 | -373916 | 394197 | -581292 |
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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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