Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330059.1258 | 106518.4297 | 223540.6962 | 308027.8727 | -74940.2644 | 382968.1371 |
Total P&L (%) | 330.0591 | 106.5184 | 223.5407 | 308.0279 | -74.9403 | 382.9681 |
Avg Daily Profit (%) | 0.2224 | 0.0718 | 0.1506 | 0.0948 | -0.0932 | 0.1062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106520 | -73737 | -50471 | -388649 | -373449 | -140638 |
Profit Factor | 1.781 | 1.3702 | 2.657 | 1.2366 | 0.9185 | 2.0003 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 46.875 | 40.625 | 53.125 | 46.875 | 40.625 | 53.125 |
Ratio Avg Win / Avg Loss | 2.0184 | 2.0026 | 2.3444 | 1.4015 | 1.3424 | 1.765 |
Largest Winning Trade | 123979 | 123979 | 62429 | 293353 | 293353 | 158486 |
Largest Losing Trade | -34917 | -32231 | -34917 | -149017 | -149017 | -75819 |
Avg Bars in Trades | 134 | 154 | 113 | 134 | 154 | 113 |
Avg Bars in Winners | 174 | 196 | 158 | 174 | 196 | 158 |
Avg Bars in Losers | 98 | 125 | 63 | 98 | 125 | 63 |
Bars Traded | 8589 | 4943 | 3646 | 8589 | 4943 | 3646 |
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 | -133525 | -99177 | 455030 | -211453 | -582789 | -47099 |
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8906, "evaluation_days": 1484.33, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634284800000, "last_datapoint_time": 1759377600000, "evaluation_time": 1759385494754, "expiration_time": 1763224992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 38, "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": [ [ 330059.125846265, 106518.4296772395, 223540.6961690256, 308027.872729898, -74940.2644037752, 382968.137133673 ], [ 330.059126, 106.51843, 223.540696, 308.027873, -74.940264, 382.968137 ], [ 0.222362, 0.071762, 0.1506, 0.094779, -0.093191, 0.10615 ], [ 10, 10, 10, 10, 10, 10 ], [ -106520, -73737, -50471, -388649, -373449, -140638 ], [ 1.780955, 1.370203, 2.657012, 1.236588, 0.918465, 2.000328 ], [ 64, 32, 32, 64, 32, 32 ], [ 30, 13, 17, 30, 13, 17 ], [ 34, 19, 15, 34, 19, 15 ], [ 46.875, 40.625, 53.125, 46.875, 40.625, 53.125 ], [ 2.018415, 2.002605, 2.344423, 1.401466, 1.342372, 1.764995 ], [ 123979, 123979, 62429, 293353, 293353, 158486 ], [ -34917, -32231, -34917, -149017, -149017, -75819 ], [ 134, 154, 113, 134, 154, 113 ], [ 174, 196, 158, 174, 196, 158 ], [ 98, 125, 63, 98, 125, 63 ], [ 8589, 4943, 3646, 8589, 4943, 3646 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133525, -99177, 455030, -211453, -582789, -47099 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8906, "evaluation_days": 1484.33, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634284800000, "last_datapoint_time": 1759377600000, "evaluation_time": 1759385494754, "expiration_time": 1763224992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 38, "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) |
---|