Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30465.1419 | -20511.9577 | 50977.0995 | 1613.8329 | -48126.6127 | 49740.4457 |
Total P&L (%) | 30.4651 | -20.512 | 50.9771 | 1.6138 | -48.1266 | 49.7404 |
Avg Daily Profit (%) | 0.117 | -0.0788 | 0.1958 | 0.0061 | -0.2517 | 0.1552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79835 | -47906 | -39983 | -126049 | -80488 | -59696 |
Profit Factor | 1.1261 | 0.8585 | 1.5272 | 1.0053 | 0.7418 | 1.4199 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 67.0588 | 60.4651 | 73.8095 | 67.0588 | 60.4651 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.5532 | 0.5613 | 0.5419 | 0.4938 | 0.4851 | 0.5038 |
Largest Winning Trade | 15405 | 13591 | 15405 | 21520 | 14308 | 21520 |
Largest Losing Trade | -23598 | -23598 | -20644 | -46390 | -46390 | -31618 |
Avg Bars in Trades | 284 | 300 | 267 | 284 | 300 | 267 |
Avg Bars in Winners | 162 | 160 | 164 | 162 | 160 | 164 |
Avg Bars in Losers | 532 | 515 | 557 | 532 | 515 | 557 |
Bars Traded | 24179 | 12941 | 11238 | 24179 | 12941 | 11238 |
Profit Streak | 0 | 0 | 14.0785 | 0 | 0 | 14.0785 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122105 | -580766 | 304280 | -565437 | -580766 | 264991 |
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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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