Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46186.9457 | -3617.0634 | 49804.0091 | 41007.0924 | -6189.9744 | 47197.0668 |
Total P&L (%) | 46.1869 | -3.6171 | 49.804 | 41.0071 | -6.19 | 47.1971 |
Avg Daily Profit (%) | 0.1774 | -0.0139 | 0.1912 | 0.132 | -0.0245 | 0.1486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30177 | -16291 | -25698 | -40770 | -20771 | -33573 |
Profit Factor | 1.4853 | 0.8689 | 1.7369 | 1.3251 | 0.8263 | 1.5215 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 50.7246 | 42.8571 | 58.8235 | 50.7246 | 42.8571 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.4429 | 1.1585 | 1.2158 | 1.2872 | 1.1018 | 1.065 |
Largest Winning Trade | 25860 | 4677 | 25860 | 25683 | 5110 | 25683 |
Largest Losing Trade | -23800 | -4014 | -23800 | -30971 | -5292 | -30971 |
Avg Bars in Trades | 335 | 29 | 650 | 335 | 29 | 650 |
Avg Bars in Winners | 360 | 34 | 604 | 360 | 34 | 604 |
Avg Bars in Losers | 310 | 26 | 716 | 310 | 26 | 716 |
Bars Traded | 23166 | 1046 | 22120 | 23166 | 1046 | 22120 |
Profit Streak | 0 | 0 | 15.7711 | 0 | 0 | 15.7711 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100329 | -582460 | 345337 | -125945 | -583016 | 228586 |
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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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