Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15922.6028 | -17810.8799 | 33733.4827 | 11180.7465 | -27854.2723 | 39035.0188 |
Total P&L (%) | 15.9226 | -17.8109 | 33.7335 | 11.1807 | -27.8543 | 39.035 |
Avg Daily Profit (%) | 0.1127 | -0.126 | 0.2387 | 0.075 | -0.2308 | 0.2335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38201 | -34513 | -15226 | -52444 | -47415 | -21684 |
Profit Factor | 1.1992 | 0.5895 | 1.9228 | 1.104 | 0.5284 | 1.8058 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 72.8814 | 66.6667 | 79.3103 | 72.8814 | 66.6667 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.4462 | 0.2947 | 0.5016 | 0.4108 | 0.2642 | 0.4711 |
Largest Winning Trade | 6911 | 3929 | 6911 | 9624 | 5284 | 9624 |
Largest Losing Trade | -15226 | -10337 | -15226 | -21684 | -16213 | -21684 |
Avg Bars in Trades | 104 | 34 | 177 | 104 | 34 | 177 |
Avg Bars in Winners | 73 | 10 | 128 | 73 | 10 | 128 |
Avg Bars in Losers | 187 | 82 | 362 | 187 | 82 | 362 |
Bars Traded | 6173 | 1037 | 5136 | 6173 | 1037 | 5136 |
Profit Streak | 385.744 | 385.744 | 394.5565 | 385.744 | 385.744 | 394.5565 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -232612 | -579574 | 338922 | -506939 | -579852 | 346147 |
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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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