Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3707472.4304 | 117048.226 | -3824520.6564 | -3031006.9572 | 8806541.7659 | -11837548.7231 |
Total P&L (%) | -3707.4724 | 117.0482 | -3824.5207 | -3031.007 | 8806.5418 | -11837.5487 |
Avg Daily Profit (%) | -1.8877 | 0.0596 | -1.9473 | 0 | 0.2288 | 0 |
Buy And Hold Return (%) | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 |
Max Trade Drawdown | -3982757 | -106366 | -3930552 | -36489611 | -6791912 | -29697699 |
Profit Factor | 0.1389 | 1.5119 | 0.062 | 0.9428 | 1.6172 | 0.6941 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 21 | 21 | 40 | 23 | 17 |
Losing Trades | 36 | 18 | 18 | 38 | 16 | 22 |
Profitability (%) | 53.8462 | 53.8462 | 53.8462 | 51.2821 | 58.9744 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.1191 | 1.2959 | 0.0531 | 0.8956 | 1.125 | 0.8983 |
Largest Winning Trade | 59492 | 59492 | 51648 | 6736496 | 6736496 | 6521852 |
Largest Losing Trade | -3828307 | -48014 | -3828307 | -29697699 | -6791912 | -29697699 |
Avg Bars in Trades | 48 | 52 | 43 | 48 | 52 | 43 |
Avg Bars in Winners | 37 | 44 | 29 | 57 | 66 | 45 |
Avg Bars in Losers | 60 | 62 | 59 | 37 | 33 | 41 |
Bars Traded | 3748 | 2064 | 1684 | 3748 | 2064 | 1684 |
Profit Streak | 406.7991 | 0 | 560.7991 | 0 | 601.7991 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -618471 | -277223 | -579299 | -619389 | 377682 | -583250 |
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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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