Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 25472.8187 | -18197.8856 | 43670.7044 | 12387.6036 | -26111.9412 | 38499.5449 |
Total P&L (%) | 25.4728 | -18.1979 | 43.6707 | 12.3876 | -26.1119 | 38.4995 |
Avg Daily Profit (%) | 0.0978 | -0.0699 | 0.1677 | 0.0449 | -0.1161 | 0.1251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44507 | -29951 | -25480 | -49039 | -33910 | -25596 |
Profit Factor | 1.148 | 0.8237 | 1.6335 | 1.0732 | 0.7475 | 1.5852 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 69.8795 | 66.6667 | 73.1707 | 69.8795 | 66.6667 | 73.1707 |
Ratio Avg Win / Avg Loss | 0.4948 | 0.4119 | 0.5989 | 0.4626 | 0.3737 | 0.5812 |
Largest Winning Trade | 8175 | 8175 | 6786 | 8955 | 8955 | 6497 |
Largest Losing Trade | -19047 | -19047 | -14061 | -17962 | -17962 | -13850 |
Avg Bars in Trades | 291 | 322 | 260 | 291 | 322 | 260 |
Avg Bars in Winners | 161 | 177 | 146 | 161 | 177 | 146 |
Avg Bars in Losers | 593 | 611 | 571 | 593 | 611 | 571 |
Bars Traded | 24215 | 13527 | 10688 | 24215 | 13527 | 10688 |
Profit Streak | 2.2049 | 2.2049 | 15.184 | 2.2049 | 2.2049 | 15.184 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126587 | -581857 | 305279 | -367395 | -581857 | -25427 |
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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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