Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66858.637 | 38373.7301 | 28484.9069 | 42677.7113 | 61314.7464 | -18637.0351 |
Total P&L (%) | 66.8586 | 38.3737 | 28.4849 | 42.6777 | 61.3147 | -18.637 |
Avg Daily Profit (%) | 0.2567 | 0.1474 | 0.1094 | 0.1366 | 0.1838 | -0.0792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62255 | -5365 | -57779 | -154345 | -14723 | -147255 |
Profit Factor | 1.542 | 3.0025 | 1.2734 | 1.1501 | 2.7166 | 0.925 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 66.6667 | 62.069 | 71.4286 | 66.6667 | 62.069 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.771 | 1.8348 | 0.5094 | 0.575 | 1.6602 | 0.37 |
Largest Winning Trade | 19969 | 19178 | 19969 | 26511 | 23950 | 26511 |
Largest Losing Trade | -47424 | -4739 | -47424 | -130510 | -13119 | -130510 |
Avg Bars in Trades | 407 | 42 | 784 | 407 | 42 | 784 |
Avg Bars in Winners | 272 | 51 | 470 | 272 | 51 | 470 |
Avg Bars in Losers | 677 | 28 | 1570 | 677 | 28 | 1570 |
Bars Traded | 23217 | 1238 | 21979 | 23217 | 1238 | 21979 |
Profit Streak | 0 | 0 | 12.6317 | 0 | 0 | 12.6317 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170942 | 267267 | -70546 | -248537 | 439221 | -599368 |
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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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