Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5839032.7614 | 198134.5994 | -6037167.3607 | -23815473.9832 | 24913881.5388 | -48729355.522 |
Total P&L (%) | -5839.0328 | 198.1346 | -6037.1674 | -23815.474 | 24913.8815 | -48729.3555 |
Avg Daily Profit (%) | -2.973 | 0.1009 | -3.0739 | 0 | 0.2816 | 0 |
Buy And Hold Return (%) | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 |
Max Trade Drawdown | -6176303 | -65612 | -6196255 | -110253481 | -46041811 | -87838386 |
Profit Factor | 0.1019 | 2.0743 | 0.0443 | 0.8972 | 1.2511 | 0.6318 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 26 | 25 | 47 | 25 | 22 |
Losing Trades | 35 | 17 | 18 | 39 | 18 | 21 |
Profitability (%) | 59.3023 | 60.4651 | 58.1395 | 54.6512 | 58.1395 | 51.1628 |
Ratio Avg Win / Avg Loss | 0.0699 | 1.3563 | 0.0319 | 0.7444 | 0.9008 | 0.6031 |
Largest Winning Trade | 68275 | 68275 | 48313 | 69426777 | 69426777 | 28981432 |
Largest Losing Trade | -6148047 | -65612 | -6148047 | -72186440 | -26165301 | -72186440 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 23 | 24 | 23 | 46 | 49 | 43 |
Avg Bars in Losers | 72 | 72 | 72 | 40 | 35 | 44 |
Bars Traded | 3750 | 1861 | 1889 | 3750 | 1861 | 1889 |
Profit Streak | 396.8731 | 0 | 540.3731 | 0 | 534.3731 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578756 | -219833 | -578712 | -579945 | 307551 | -580576 |
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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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