| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1393188.8053 | 1438418.444 | -45229.6387 | -38379.0684 | 1354929.7104 | -1393308.7788 |
| Total P&L (%) | 1393.1888 | 1438.4184 | -45.2296 | -38.3791 | 1354.9297 | -1393.3088 |
| Avg Daily Profit (%) | 0.7539 | 0.7784 | -0.0245 | -0.0262 | 0.145 | 0 |
| Buy And Hold Return (%) | 33.0399 | 33.0399 | 33.0399 | 33.0399 | 33.0399 | 33.0399 |
| Max Trade Drawdown | -238286 | -210183 | -101452 | -2181619 | -1707918 | -1448130 |
| Profit Factor | 2.2938 | 3.5886 | 0.9132 | 0.9939 | 1.4517 | 0.5809 |
| Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
| Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
| Losing Trades | 132 | 71 | 61 | 132 | 71 | 61 |
| Profitability (%) | 45 | 40.8333 | 49.1667 | 45 | 40.8333 | 49.1667 |
| Ratio Avg Win / Avg Loss | 2.8036 | 5.1998 | 0.9442 | 1.2148 | 2.1035 | 0.6006 |
| Largest Winning Trade | 1434742 | 1434742 | 30793 | 2007354 | 2007354 | 311729 |
| Largest Losing Trade | -42685 | -42685 | -36734 | -598613 | -584607 | -598613 |
| Avg Bars in Trades | 15 | 21 | 8 | 15 | 21 | 8 |
| Avg Bars in Winners | 20 | 34 | 8 | 20 | 34 | 8 |
| Avg Bars in Losers | 10 | 13 | 8 | 10 | 13 | 8 |
| Bars Traded | 3614 | 2602 | 1012 | 3614 | 2602 | 1012 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 602217 | 583866 | -581059 | -579522 | -464 | -581059 |
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1434742,
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2007354,
2007354,
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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) |
|---|