| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 355524.22 | 88060.458 | 267463.762 | -152524.913 | 47333.8457 | -199858.7587 |
| Total P&L (%) | 355.5242 | 88.0605 | 267.4638 | -152.5249 | 47.3338 | -199.8588 |
| Avg Daily Profit (%) | 0.2408 | 0.0596 | 0.1811 | 0 | 0.0262 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -173321 | -42409 | -170637 | -2356354 | -601645 | -2309218 |
| Profit Factor | 1.7233 | 1.7013 | 1.7309 | 0.9585 | 1.0533 | 0.9283 |
| Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
| Winning Trades | 114 | 52 | 62 | 75 | 38 | 37 |
| Losing Trades | 33 | 22 | 11 | 72 | 36 | 36 |
| Profitability (%) | 77.551 | 70.2703 | 84.9315 | 51.0204 | 51.3514 | 50.6849 |
| Ratio Avg Win / Avg Loss | 0.4988 | 0.7198 | 0.3071 | 0.9201 | 0.9979 | 0.9032 |
| Largest Winning Trade | 35654 | 19125 | 35654 | 479845 | 222580 | 479845 |
| Largest Losing Trade | -104660 | -27172 | -104660 | -1745906 | -502144 | -1745906 |
| Avg Bars in Trades | 112 | 20 | 205 | 112 | 20 | 205 |
| Avg Bars in Winners | 73 | 11 | 126 | 121 | 21 | 224 |
| Avg Bars in Losers | 245 | 42 | 649 | 102 | 19 | 185 |
| Bars Traded | 16505 | 1522 | 14983 | 16505 | 1522 | 14983 |
| Profit Streak | 55.338 | 229.9214 | 0 | 0 | 0 | 97.088 |
| Trades During Streak | 1 | 10 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 477291 | -172594 | -59349 | -580256 | -386948 | -652087 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17719,
"evaluation_days": 1476.58,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632211200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758931604822,
"expiration_time": 1763315164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 148,
"offset": 237,
"scalar": 5
}
}
}
{
"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": [
[
355524.2200052637,
88060.4579622999,
267463.7620429636,
-152524.9130153854,
47333.8456752951,
-199858.7586906806
],
[
355.52422,
88.060458,
267.463762,
-152.524913,
47.333846,
-199.858759
],
[
0.240775,
0.059638,
0.181137,
0,
0.026249,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-173321,
-42409,
-170637,
-2356354,
-601645,
-2309218
],
[
1.723292,
1.701257,
1.730853,
0.958488,
1.053299,
0.928267
],
[
147,
74,
73,
147,
74,
73
],
[
114,
52,
62,
75,
38,
37
],
[
33,
22,
11,
72,
36,
36
],
[
77.55102,
70.27027,
84.931507,
51.020408,
51.351351,
50.684932
],
[
0.498848,
0.719763,
0.307087,
0.920148,
0.997862,
0.903178
],
[
35654,
19125,
35654,
479845,
222580,
479845
],
[
-104660,
-27172,
-104660,
-1745906,
-502144,
-1745906
],
[
112,
20,
205,
112,
20,
205
],
[
73,
11,
126,
121,
21,
224
],
[
245,
42,
649,
102,
19,
185
],
[
16505,
1522,
14983,
16505,
1522,
14983
],
[
55.338019,
229.921352,
0,
0,
0,
97.088019
],
[
1,
10,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477291,
-172594,
-59349,
-580256,
-386948,
-652087
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17719,
"evaluation_days": 1476.58,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632211200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758931604822,
"expiration_time": 1763315164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 24,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 148,
"offset": 237,
"scalar": 5
}
}
}
| # | 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) |
|---|