Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10155.2911 | -24172.6617 | 34327.9528 | -4641.4286 | -37263.0255 | 32621.5969 |
Total P&L (%) | 10.1553 | -24.1727 | 34.328 | -4.6414 | -37.263 | 32.6216 |
Avg Daily Profit (%) | 0.0719 | -0.1711 | 0.2429 | -0.0336 | -0.3294 | 0.2 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54243 | -39966 | -31621 | -89604 | -56842 | -56653 |
Profit Factor | 1.0844 | 0.6769 | 1.753 | 0.9751 | 0.6645 | 1.4321 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Profitability (%) | 69.1176 | 55.8824 | 82.3529 | 69.1176 | 55.8824 | 82.3529 |
Ratio Avg Win / Avg Loss | 0.4845 | 0.5344 | 0.3757 | 0.4357 | 0.5246 | 0.3069 |
Largest Winning Trade | 8028 | 8028 | 6020 | 9566 | 9566 | 7759 |
Largest Losing Trade | -31621 | -21837 | -31621 | -56653 | -32824 | -56653 |
Avg Bars in Trades | 96 | 103 | 88 | 96 | 103 | 88 |
Avg Bars in Winners | 66 | 61 | 68 | 66 | 61 | 68 |
Avg Bars in Losers | 163 | 156 | 183 | 163 | 156 | 183 |
Bars Traded | 6542 | 3517 | 3025 | 6542 | 3517 | 3025 |
Profit Streak | 0 | 0 | 397.5136 | 0 | 0 | 397.5136 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -500136 | -581806 | 327501 | -693573 | -581806 | 261268 |
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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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