Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31718.8739 | -3208.7958 | 34927.6697 | 34994.1934 | -4247.8793 | 39242.0726 |
Total P&L (%) | 31.7189 | -3.2088 | 34.9277 | 34.9942 | -4.2479 | 39.2421 |
Avg Daily Profit (%) | 0.609 | -0.0616 | 0.6707 | 0.5778 | -0.0833 | 0.6377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10716 | -8373 | -8693 | -14191 | -10886 | -11675 |
Profit Factor | 1.6448 | 0.8769 | 2.5102 | 1.5914 | 0.8617 | 2.3797 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 58.5106 | 51.0638 | 65.9574 | 58.5106 | 51.0638 | 65.9574 |
Ratio Avg Win / Avg Loss | 1.1663 | 0.8404 | 1.2956 | 1.1285 | 0.8258 | 1.2282 |
Largest Winning Trade | 9032 | 5707 | 9032 | 10233 | 6371 | 10233 |
Largest Losing Trade | -3297 | -2801 | -3297 | -4302 | -2961 | -4302 |
Avg Bars in Trades | 249 | 42 | 457 | 249 | 42 | 457 |
Avg Bars in Winners | 260 | 46 | 426 | 260 | 46 | 426 |
Avg Bars in Losers | 234 | 37 | 517 | 234 | 37 | 517 |
Bars Traded | 23493 | 1989 | 21504 | 23493 | 1989 | 21504 |
Profit Streak | 8.876 | 11.0218 | 8.876 | 8.876 | 11.0218 | 8.876 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390767 | -581244 | 492618 | 386648 | -581244 | 487211 |
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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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