| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2752255.0401 | 2488661.2683 | 263593.7719 | 42601767.1714 | -33741645.6326 | 76343412.804 |
| Total P&L (%) | 2752.255 | 2488.6613 | 263.5938 | 42601.7672 | -33741.6456 | 76343.4128 |
| Avg Daily Profit (%) | 1.1861 | 1.0725 | 0.1136 | 0.2614 | 0 | 0.2865 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -110156 | -119453 | -64168 | -92758590 | -113447915 | -31603267 |
| Profit Factor | 6.6616 | 9.5425 | 2.3532 | 1.1786 | 0.8013 | 2.1112 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
| Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
| Profitability (%) | 47.8261 | 37.1429 | 58.8235 | 47.8261 | 37.1429 | 58.8235 |
| Ratio Avg Win / Avg Loss | 7.2672 | 16.1488 | 1.6472 | 1.2858 | 1.356 | 1.4778 |
| Largest Winning Trade | 2013096 | 2013096 | 80671 | 64790471 | 64790471 | 49270408 |
| Largest Losing Trade | -51200 | -28612 | -51200 | -28876860 | -28222817 | -28876860 |
| Avg Bars in Trades | 64 | 57 | 71 | 64 | 57 | 71 |
| Avg Bars in Winners | 88 | 85 | 90 | 88 | 85 | 90 |
| Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
| Bars Traded | 4446 | 1999 | 2447 | 4446 | 1999 | 2447 |
| Profit Streak | 0 | 0 | 41.1054 | 0 | 0 | 41.1054 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -85093 | 609159 | -35189 | -122587 | -584121 | 480847 |
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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) |
|---|