| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 379147.9261 | 128957.415 | 250190.5111 | 765281.9214 | 463460.7943 | 301821.1271 |
| Total P&L (%) | 379.1479 | 128.9574 | 250.1905 | 765.2819 | 463.4608 | 301.8211 |
| Avg Daily Profit (%) | 0.2568 | 0.0873 | 0.1694 | 0.1462 | 0.1172 | 0.0942 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -166089 | -69805 | -104430 | -1601148 | -721355 | -1020093 |
| Profit Factor | 1.7076 | 1.4679 | 1.9613 | 1.179 | 1.2231 | 1.1373 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 49.1803 | 44.2623 | 54.0984 | 49.1803 | 44.2623 | 54.0984 |
| Ratio Avg Win / Avg Loss | 1.7645 | 1.8485 | 1.6642 | 1.2183 | 1.5402 | 0.965 |
| Largest Winning Trade | 72468 | 57402 | 72468 | 567769 | 567769 | 288838 |
| Largest Losing Trade | -29046 | -25913 | -29046 | -477717 | -305526 | -477717 |
| Avg Bars in Trades | 143 | 109 | 176 | 143 | 109 | 176 |
| Avg Bars in Winners | 185 | 124 | 234 | 185 | 124 | 234 |
| Avg Bars in Losers | 102 | 98 | 108 | 102 | 98 | 108 |
| Bars Traded | 17480 | 6691 | 10789 | 17480 | 6691 | 10789 |
| 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 | 408497 | -238050 | -150063 | -21019 | -199780 | -299455 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17719,
"evaluation_days": 1476.58,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632715200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758931609017,
"expiration_time": 1763315164800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 162,
"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": [
[
379147.9261158285,
128957.4149856521,
250190.5111301765,
765281.9214209338,
463460.7943380389,
301821.1270828944
],
[
379.147926,
128.957415,
250.190511,
765.281921,
463.460794,
301.821127
],
[
0.256774,
0.087335,
0.169439,
0.146248,
0.117159,
0.094238
],
[
10,
10,
10,
10,
10,
10
],
[
-166089,
-69805,
-104430,
-1601148,
-721355,
-1020093
],
[
1.707562,
1.467923,
1.961325,
1.178996,
1.223102,
1.137312
],
[
122,
61,
61,
122,
61,
61
],
[
60,
27,
33,
60,
27,
33
],
[
62,
34,
28,
62,
34,
28
],
[
49.180328,
44.262295,
54.098361,
49.180328,
44.262295,
54.098361
],
[
1.764481,
1.848495,
1.664155,
1.218296,
1.540202,
0.964992
],
[
72468,
57402,
72468,
567769,
567769,
288838
],
[
-29046,
-25913,
-29046,
-477717,
-305526,
-477717
],
[
143,
109,
176,
143,
109,
176
],
[
185,
124,
234,
185,
124,
234
],
[
102,
98,
108,
102,
98,
108
],
[
17480,
6691,
10789,
17480,
6691,
10789
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
408497,
-238050,
-150063,
-21019,
-199780,
-299455
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17719,
"evaluation_days": 1476.58,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632715200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758931609017,
"expiration_time": 1763315164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 162,
"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) |
|---|