| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 262788.9661 | 49799.2237 | 212989.7425 | 186933.5328 | 108162.5666 | 78770.9662 |
| Total P&L (%) | 262.789 | 49.7992 | 212.9897 | 186.9335 | 108.1626 | 78.771 |
| Avg Daily Profit (%) | 0.178 | 0.0337 | 0.1442 | 0.0714 | 0.0497 | 0.0394 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168240 | -86005 | -91079 | -957835 | -581105 | -510755 |
| Profit Factor | 1.467 | 1.1689 | 1.7949 | 1.0857 | 1.102 | 1.0703 |
| Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
| Winning Trades | 48 | 17 | 31 | 48 | 17 | 31 |
| Losing Trades | 61 | 37 | 24 | 61 | 37 | 24 |
| Profitability (%) | 44.0367 | 31.4815 | 56.3636 | 44.0367 | 31.4815 | 56.3636 |
| Ratio Avg Win / Avg Loss | 1.8643 | 2.5441 | 1.3896 | 1.3798 | 2.3984 | 0.8286 |
| Largest Winning Trade | 95268 | 95268 | 57160 | 551367 | 551367 | 154369 |
| Largest Losing Trade | -25415 | -19822 | -25415 | -227184 | -124694 | -227184 |
| Avg Bars in Trades | 157 | 136 | 178 | 157 | 136 | 178 |
| Avg Bars in Winners | 223 | 216 | 227 | 223 | 216 | 227 |
| Avg Bars in Losers | 105 | 99 | 114 | 105 | 99 | 114 |
| Bars Traded | 17174 | 7377 | 9796 | 17174 | 7377 | 9796 |
| Profit Streak | 45.6454 | 102.3121 | 45.6454 | 45.6454 | 102.3121 | 45.6454 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309846 | -369360 | -176860 | -224875 | -420419 | -463851 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17719,
"evaluation_days": 1476.58,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632506400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758850162513,
"expiration_time": 1763315164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 96,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
262788.966135115,
49799.2236686113,
212989.7424665038,
186933.5328383793,
108162.5666226967,
78770.9662156826
],
[
262.788966,
49.799224,
212.989742,
186.933533,
108.162567,
78.770966
],
[
0.177971,
0.033726,
0.144245,
0.071412,
0.049664,
0.039351
],
[
10,
10,
10,
10,
10,
10
],
[
-168240,
-86005,
-91079,
-957835,
-581105,
-510755
],
[
1.466985,
1.168929,
1.794907,
1.085712,
1.101964,
1.070322
],
[
109,
54,
55,
109,
54,
55
],
[
48,
17,
31,
48,
17,
31
],
[
61,
37,
24,
61,
37,
24
],
[
44.036697,
31.481481,
56.363636,
44.036697,
31.481481,
56.363636
],
[
1.864293,
2.544141,
1.389606,
1.379759,
2.398392,
0.828636
],
[
95268,
95268,
57160,
551367,
551367,
154369
],
[
-25415,
-19822,
-25415,
-227184,
-124694,
-227184
],
[
157,
136,
178,
157,
136,
178
],
[
223,
216,
227,
223,
216,
227
],
[
105,
99,
114,
105,
99,
114
],
[
17174,
7377,
9796,
17174,
7377,
9796
],
[
45.645399,
102.312066,
45.645399,
45.645399,
102.312066,
45.645399
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309846,
-369360,
-176860,
-224875,
-420419,
-463851
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17719,
"evaluation_days": 1476.58,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632506400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758850162513,
"expiration_time": 1763315164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 96,
"offset": 0
}
}
}
| # | 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) |
|---|