| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 456099.6222 | 437015.5535 | 19084.0688 | 289269.6339 | 328130.0862 | -38860.4523 |
| Total P&L (%) | 456.0996 | 437.0156 | 19.0841 | 289.2696 | 328.1301 | -38.8605 |
| Avg Daily Profit (%) | 0.2654 | 0.2543 | 0.0111 | 0.0791 | 0.0847 | -0.0286 |
| Buy And Hold Return (%) | 107.3794 | 107.3794 | 107.3794 | 107.3794 | 107.3794 | 107.3794 |
| Max Trade Drawdown | -131131 | -79178 | -69648 | -753108 | -422261 | -353884 |
| Profit Factor | 1.554 | 1.9838 | 1.0503 | 1.1073 | 1.227 | 0.9689 |
| Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
| Winning Trades | 111 | 52 | 59 | 111 | 52 | 59 |
| Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
| Profitability (%) | 44.5783 | 41.9355 | 47.2 | 44.5783 | 41.9355 | 47.2 |
| Ratio Avg Win / Avg Loss | 1.9319 | 2.7468 | 1.175 | 1.3766 | 1.6989 | 1.0839 |
| Largest Winning Trade | 283815 | 283815 | 39124 | 200671 | 200671 | 109032 |
| Largest Losing Trade | -21856 | -21856 | -21590 | -121799 | -117445 | -121799 |
| Avg Bars in Trades | 81 | 79 | 83 | 81 | 79 | 83 |
| Avg Bars in Winners | 111 | 112 | 110 | 111 | 112 | 110 |
| Avg Bars in Losers | 57 | 54 | 60 | 57 | 54 | 60 |
| Bars Traded | 20261 | 9798 | 10463 | 20261 | 9798 | 10463 |
| Profit Streak | 30.9128 | 47.3295 | 30.9128 | 30.9128 | 47.3295 | 30.9128 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 328309 | 248129 | -509705 | -193022 | -85041 | -579882 |
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"actual_first_datapoint_time": 1611734400000,
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"calculated_commission": 0.001,
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[
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1.69892,
1.083891
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283815,
283815,
39124,
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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) |
|---|