Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15523.8703 | -5416.5558 | 20940.4261 | 16007.7404 | -5673.7134 | 21681.4538 |
Total P&L (%) | 15.5239 | -5.4166 | 20.9404 | 16.0077 | -5.6737 | 21.6815 |
Avg Daily Profit (%) | 0.8942 | -0.312 | 1.2062 | 0.859 | -0.3359 | 1.1368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -4293 | -6705 | -3146 | -4437 | -7083 | -3322 |
Profit Factor | 1.5805 | 0.5514 | 2.4278 | 1.5599 | 0.5609 | 2.3839 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 48.1481 | 41.4634 | 55 | 48.1481 | 41.4634 | 55 |
Ratio Avg Win / Avg Loss | 1.7021 | 0.7785 | 1.9864 | 1.6799 | 0.7919 | 1.9505 |
Largest Winning Trade | 5904 | 1187 | 5904 | 6114 | 1387 | 6114 |
Largest Losing Trade | -3146 | -1227 | -3146 | -3322 | -1257 | -3322 |
Avg Bars in Trades | 297 | 70 | 530 | 297 | 70 | 530 |
Avg Bars in Winners | 262 | 61 | 417 | 262 | 61 | 417 |
Avg Bars in Losers | 330 | 75 | 669 | 330 | 75 | 669 |
Bars Traded | 24102 | 2870 | 21232 | 24102 | 2870 | 21232 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13019 | -585673 | 369098 | -12853 | -585673 | 381664 |
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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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