Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19467.3627 | 26511.1907 | -7043.828 | 17356.6369 | 25266.4681 | -7909.8312 |
Total P&L (%) | 19.4674 | 26.5112 | -7.0438 | 17.3566 | 25.2665 | -7.9098 |
Avg Daily Profit (%) | 0.3738 | 0.509 | -0.1353 | 0.3078 | 0.4335 | -0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19783 | -15903 | -8490 | -20800 | -16773 | -9656 |
Profit Factor | 1.3472 | 1.6283 | 0.492 | 1.3013 | 1.5907 | 0.4664 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Losing Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Profitability (%) | 46.2687 | 57.5758 | 35.2941 | 46.2687 | 57.5758 | 35.2941 |
Ratio Avg Win / Avg Loss | 1.5645 | 1.1998 | 0.9021 | 1.5112 | 1.1721 | 0.8551 |
Largest Winning Trade | 8372 | 8372 | 1873 | 8119 | 8119 | 2052 |
Largest Losing Trade | -12377 | -12377 | -2800 | -12202 | -12202 | -3171 |
Avg Bars in Trades | 318 | 620 | 25 | 318 | 620 | 25 |
Avg Bars in Winners | 325 | 514 | 26 | 325 | 514 | 26 |
Avg Bars in Losers | 311 | 763 | 24 | 311 | 763 | 24 |
Bars Traded | 21315 | 20462 | 853 | 21315 | 20462 | 853 |
Profit Streak | 0 | 10.5447 | 0 | 0 | 10.5447 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121439 | 337275 | -587737 | -123691 | 306033 | -587737 |
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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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