Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7191.512 | -23019.0872 | 30210.5992 | 314.6572 | -27834.0341 | 28148.6913 |
Total P&L (%) | 7.1915 | -23.0191 | 30.2106 | 0.3147 | -27.834 | 28.1487 |
Avg Daily Profit (%) | 0.0509 | -0.1629 | 0.2138 | 0.0022 | -0.2306 | 0.1757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39838 | -25023 | -27098 | -48677 | -29874 | -30732 |
Profit Factor | 1.0881 | 0.2712 | 1.6034 | 1.0033 | 0.2473 | 1.4884 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 24 | 18 | 6 | 24 | 18 | 6 |
Profitability (%) | 63.0769 | 45.4545 | 81.25 | 63.0769 | 45.4545 | 81.25 |
Ratio Avg Win / Avg Loss | 0.6369 | 0.3254 | 0.37 | 0.5873 | 0.2968 | 0.3435 |
Largest Winning Trade | 10666 | 1514 | 10666 | 10890 | 1550 | 10890 |
Largest Losing Trade | -19398 | -7620 | -19398 | -21324 | -9851 | -21324 |
Avg Bars in Trades | 93 | 6 | 183 | 93 | 6 | 183 |
Avg Bars in Winners | 87 | 3 | 136 | 87 | 3 | 136 |
Avg Bars in Losers | 104 | 9 | 389 | 104 | 9 | 389 |
Bars Traded | 6097 | 222 | 5875 | 6097 | 222 | 5875 |
Profit Streak | 0 | 0 | 399.4646 | 0 | 0 | 399.4646 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -552111 | -583788 | 306181 | -710233 | -583788 | 263064 |
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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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