Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354190.893 | 95948.1058 | 258242.7872 | 428965.8046 | 277122.0651 | 151843.7396 |
Total P&L (%) | 354.1909 | 95.9481 | 258.2428 | 428.9658 | 277.1221 | 151.8437 |
Avg Daily Profit (%) | 0.2376 | 0.0644 | 0.1733 | 0.1118 | 0.0891 | 0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252816 | -121932 | -150472 | -1111779 | -499267 | -681568 |
Profit Factor | 1.4383 | 1.2272 | 1.6696 | 1.1622 | 1.2151 | 1.112 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 54.0816 | 51.0204 | 57.1429 | 54.0816 | 51.0204 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2212 | 1.1781 | 1.2522 | 0.9868 | 1.1665 | 0.834 |
Largest Winning Trade | 56104 | 56104 | 46393 | 284339 | 284339 | 143686 |
Largest Losing Trade | -35572 | -27441 | -35572 | -216021 | -163802 | -216021 |
Avg Bars in Trades | 89 | 70 | 109 | 89 | 70 | 109 |
Avg Bars in Winners | 93 | 57 | 126 | 93 | 57 | 126 |
Avg Bars in Losers | 85 | 84 | 86 | 85 | 84 | 86 |
Bars Traded | 17619 | 6902 | 10717 | 17619 | 6902 | 10717 |
Profit Streak | 46.7977 | 46.9644 | 46.7977 | 46.7977 | 46.9644 | 46.7977 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432014 | -106074 | 413832 | -84305 | -73180 | -207098 |
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17885, "evaluation_days": 1490.42, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632549600000, "last_datapoint_time": 1759917600000, "evaluation_time": 1759921722487, "expiration_time": 1764553392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 85, "offset": 0, "std": 1.33121 } } }
{ "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": [ [ 354190.8929708052, 95948.1057525737, 258242.7872182315, 428965.8046335237, 277122.0650665578, 151843.7395669657 ], [ 354.190893, 95.948106, 258.242787, 428.965805, 277.122065, 151.84374 ], [ 0.237645, 0.064377, 0.173268, 0.111827, 0.089102, 0.061991 ], [ 10, 10, 10, 10, 10, 10 ], [ -252816, -121932, -150472, -1111779, -499267, -681568 ], [ 1.438311, 1.22715, 1.669576, 1.16224, 1.215121, 1.111996 ], [ 196, 98, 98, 196, 98, 98 ], [ 106, 50, 56, 106, 50, 56 ], [ 90, 48, 42, 90, 48, 42 ], [ 54.081633, 51.020408, 57.142857, 54.081633, 51.020408, 57.142857 ], [ 1.221207, 1.178064, 1.252182, 0.986808, 1.166516, 0.833997 ], [ 56104, 56104, 46393, 284339, 284339, 143686 ], [ -35572, -27441, -35572, -216021, -163802, -216021 ], [ 89, 70, 109, 89, 70, 109 ], [ 93, 57, 126, 93, 57, 126 ], [ 85, 84, 86, 85, 84, 86 ], [ 17619, 6902, 10717, 17619, 6902, 10717 ], [ 46.797714, 46.964381, 46.797714, 46.797714, 46.964381, 46.797714 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432014, -106074, 413832, -84305, -73180, -207098 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17885, "evaluation_days": 1490.42, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632549600000, "last_datapoint_time": 1759917600000, "evaluation_time": 1759921722487, "expiration_time": 1764553392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 85, "offset": 0, "std": 1.33121 } } }
# | 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) |
---|