| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 280316.0819 | 95213.1041 | 185102.9778 | -43180.9613 | 6528.2032 | -49709.1644 |
| Total P&L (%) | 280.3161 | 95.2131 | 185.103 | -43.181 | 6.5282 | -49.7092 |
| Avg Daily Profit (%) | 0.1898 | 0.0645 | 0.1254 | -0.0383 | 0.0043 | -0.0465 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123303 | -129078 | -121132 | -113708 | -43440 | -103834 |
| Profit Factor | 1.2361 | 1.1639 | 1.3052 | 0.8972 | 1.0419 | 0.812 |
| Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
| Winning Trades | 205 | 97 | 108 | 205 | 97 | 108 |
| Losing Trades | 144 | 77 | 67 | 144 | 77 | 67 |
| Profitability (%) | 58.7393 | 55.7471 | 61.7143 | 58.7393 | 55.7471 | 61.7143 |
| Ratio Avg Win / Avg Loss | 0.8683 | 0.9239 | 0.8097 | 0.6302 | 0.8271 | 0.5037 |
| Largest Winning Trade | 35689 | 32089 | 35689 | 18653 | 14688 | 18653 |
| Largest Losing Trade | -85252 | -29853 | -85252 | -103834 | -10759 | -103834 |
| Avg Bars in Trades | 50 | 51 | 48 | 50 | 51 | 48 |
| Avg Bars in Winners | 35 | 36 | 34 | 35 | 36 | 34 |
| Avg Bars in Losers | 71 | 71 | 71 | 71 | 71 | 71 |
| Bars Traded | 17607 | 9040 | 8567 | 17607 | 9040 | 8567 |
| Profit Streak | 10.777 | 20.3603 | 10.777 | 10.777 | 20.3603 | 10.777 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346109 | -146582 | -24686 | -576724 | -526791 | -578252 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17719,
"evaluation_days": 1476.58,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1631584800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758904729748,
"expiration_time": 1763315164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 43,
"offset": 0,
"std": 3.1229
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 61,
"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": [
[
280316.0819213145,
95213.1040855743,
185102.9778357404,
-43180.9612702606,
6528.2031705254,
-49709.1644407861
],
[
280.316082,
95.213104,
185.102978,
-43.180961,
6.528203,
-49.709164
],
[
0.189841,
0.064482,
0.125359,
-0.038277,
0.004283,
-0.046539
],
[
10,
10,
10,
10,
10,
10
],
[
-123303,
-129078,
-121132,
-113708,
-43440,
-103834
],
[
1.236069,
1.163891,
1.305211,
0.897218,
1.041922,
0.811993
],
[
349,
174,
175,
349,
174,
175
],
[
205,
97,
108,
205,
97,
108
],
[
144,
77,
67,
144,
77,
67
],
[
58.739255,
55.747126,
61.714286,
58.739255,
55.747126,
61.714286
],
[
0.868263,
0.923913,
0.809714,
0.630241,
0.827093,
0.503736
],
[
35689,
32089,
35689,
18653,
14688,
18653
],
[
-85252,
-29853,
-85252,
-103834,
-10759,
-103834
],
[
50,
51,
48,
50,
51,
48
],
[
35,
36,
34,
35,
36,
34
],
[
71,
71,
71,
71,
71,
71
],
[
17607,
9040,
8567,
17607,
9040,
8567
],
[
10.776965,
20.360298,
10.776965,
10.776965,
20.360298,
10.776965
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346109,
-146582,
-24686,
-576724,
-526791,
-578252
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17719,
"evaluation_days": 1476.58,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1631584800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758904729748,
"expiration_time": 1763315164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 43,
"offset": 0,
"std": 3.1229
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 61,
"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) |
|---|