Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31892.4745 | -9114.1987 | 41006.6731 | 10572.4 | -13686.448 | 24258.848 |
Total P&L (%) | 31.8925 | -9.1142 | 41.0067 | 10.5724 | -13.6864 | 24.2588 |
Avg Daily Profit (%) | 0.1225 | -0.035 | 0.1575 | 0.0386 | -0.0565 | 0.0834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47618 | -21506 | -35120 | -58831 | -23022 | -45827 |
Profit Factor | 1.1864 | 0.9068 | 1.5593 | 1.0579 | 0.8626 | 1.2919 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Losing Trades | 23 | 16 | 7 | 23 | 16 | 7 |
Profitability (%) | 70.5128 | 58.9744 | 82.0513 | 70.5128 | 58.9744 | 82.0513 |
Ratio Avg Win / Avg Loss | 0.4961 | 0.6308 | 0.3411 | 0.4424 | 0.6001 | 0.2826 |
Largest Winning Trade | 9350 | 9113 | 9350 | 8254 | 8254 | 8103 |
Largest Losing Trade | -35120 | -24476 | -35120 | -40323 | -25541 | -40323 |
Avg Bars in Trades | 300 | 350 | 249 | 300 | 350 | 249 |
Avg Bars in Winners | 162 | 156 | 166 | 162 | 156 | 166 |
Avg Bars in Losers | 629 | 630 | 626 | 629 | 630 | 626 |
Bars Traded | 23409 | 13685 | 9724 | 23409 | 13685 | 9724 |
Profit Streak | 4.9647 | 4.9647 | 18.996 | 4.9647 | 4.9647 | 18.996 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85707 | -580305 | 320597 | -483939 | -580305 | -83459 |
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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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