| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 418458.0475 | 411729.5971 | 6728.4504 | -68458.9773 | 114762.2244 | -183221.2017 |
| Total P&L (%) | 418.458 | 411.7296 | 6.7285 | -68.459 | 114.7622 | -183.2212 |
| Avg Daily Profit (%) | 0.2625 | 0.2583 | 0.0042 | -0.0724 | 0.048 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -247105 | -137915 | -143839 | -1045179 | -399262 | -723221 |
| Profit Factor | 1.3114 | 1.5707 | 1.0108 | 0.986 | 1.0457 | 0.9235 |
| Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
| Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
| Losing Trades | 134 | 69 | 65 | 134 | 69 | 65 |
| Profitability (%) | 48.062 | 46.5116 | 49.6124 | 48.062 | 46.5116 | 49.6124 |
| Ratio Avg Win / Avg Loss | 1.4171 | 1.8063 | 1.0266 | 1.0656 | 1.2026 | 0.9379 |
| Largest Winning Trade | 365863 | 365863 | 42405 | 607093 | 607093 | 297481 |
| Largest Losing Trade | -48829 | -48829 | -34239 | -241665 | -241665 | -161841 |
| Avg Bars in Trades | 73 | 94 | 52 | 73 | 94 | 52 |
| Avg Bars in Winners | 83 | 99 | 69 | 83 | 99 | 69 |
| Avg Bars in Losers | 64 | 90 | 36 | 64 | 90 | 36 |
| Bars Traded | 18940 | 12161 | 6779 | 18940 | 12161 | 6779 |
| Profit Streak | 13.1122 | 13.1122 | 24.0288 | 13.1122 | 13.1122 | 24.0288 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 359461 | 360262 | -560924 | -577435 | -300039 | -580109 |
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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) |
|---|