Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94119.1553 | -70336.6097 | 164455.7651 | -6753.0526 | -97687.3147 | 90934.262 |
Total P&L (%) | 94.1192 | -70.3366 | 164.4558 | -6.7531 | -97.6873 | 90.9343 |
Avg Daily Profit (%) | 0.09 | -0.0673 | 0.1573 | -0.0067 | -0.3595 | 0.0619 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65487 | -107530 | -45417 | -75987 | -114160 | -36335 |
Profit Factor | 1.3051 | 0.6863 | 2.9525 | 0.9743 | 0.5104 | 2.4493 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 26 | 18 | 8 | 26 | 18 | 8 |
Profitability (%) | 61.194 | 45.4545 | 76.4706 | 61.194 | 45.4545 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.8276 | 0.8236 | 0.9085 | 0.6178 | 0.6125 | 0.7536 |
Largest Winning Trade | 32517 | 32517 | 24550 | 24411 | 24411 | 18380 |
Largest Losing Trade | -61264 | -61264 | -45417 | -73400 | -73400 | -35265 |
Avg Bars in Trades | 58 | 75 | 41 | 58 | 75 | 41 |
Avg Bars in Winners | 42 | 53 | 36 | 42 | 53 | 36 |
Avg Bars in Losers | 83 | 93 | 58 | 83 | 93 | 58 |
Bars Traded | 3912 | 2492 | 1421 | 3912 | 2492 | 1421 |
Profit Streak | 30.4703 | 34.4703 | 30.4703 | 30.4703 | 34.4703 | 30.4703 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192402 | -581577 | 523161 | -698825 | -581577 | -104012 |
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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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