Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57164.8831 | -37384.4235 | 94549.3066 | 3251.6476 | -73627.4782 | 76879.1258 |
Total P&L (%) | 57.1649 | -37.3844 | 94.5493 | 3.2516 | -73.6275 | 76.8791 |
Avg Daily Profit (%) | 0.1098 | -0.0718 | 0.1815 | 0.0061 | -0.2556 | 0.1096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54678 | -67172 | -32238 | -64278 | -95479 | -37558 |
Profit Factor | 1.162 | 0.8174 | 1.6381 | 1.0079 | 0.6948 | 1.4511 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 37.6344 | 28.2609 | 46.8085 | 37.6344 | 28.2609 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.9255 | 2.075 | 1.8614 | 1.6702 | 1.7637 | 1.649 |
Largest Winning Trade | 41979 | 41979 | 28885 | 40056 | 40056 | 30423 |
Largest Losing Trade | -19631 | -17168 | -19631 | -19520 | -19516 | -19520 |
Avg Bars in Trades | 261 | 202 | 318 | 261 | 202 | 318 |
Avg Bars in Winners | 488 | 406 | 536 | 488 | 406 | 536 |
Avg Bars in Losers | 124 | 122 | 127 | 124 | 122 | 127 |
Bars Traded | 24305 | 9314 | 14990 | 24305 | 9314 | 14990 |
Profit Streak | 14.1386 | 0 | 15.5344 | 14.1386 | 0 | 15.5344 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93116 | -593938 | 339042 | -565653 | -593938 | -45757 |
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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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