Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374093.5181 | 122385.1797 | 251708.3384 | 538808.0931 | 147539.3643 | 391268.7287 |
Total P&L (%) | 374.0935 | 122.3852 | 251.7083 | 538.8081 | 147.5394 | 391.2687 |
Avg Daily Profit (%) | 0.2533 | 0.0829 | 0.1705 | 0.1257 | 0.0614 | 0.1079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102169 | -76478 | -71359 | -331675 | -251382 | -210139 |
Profit Factor | 1.7099 | 1.4043 | 2.1227 | 1.3641 | 1.181 | 1.5886 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 57.5221 | 50 | 64.9123 | 57.5221 | 50 | 64.9123 |
Ratio Avg Win / Avg Loss | 1.2627 | 1.4043 | 1.1474 | 1.0073 | 1.181 | 0.8587 |
Largest Winning Trade | 102912 | 102912 | 45168 | 237761 | 237761 | 132406 |
Largest Losing Trade | -42735 | -34817 | -42735 | -130806 | -130806 | -106514 |
Avg Bars in Trades | 75 | 92 | 59 | 75 | 92 | 59 |
Avg Bars in Winners | 75 | 88 | 65 | 75 | 88 | 65 |
Avg Bars in Losers | 76 | 96 | 47 | 76 | 96 | 47 |
Bars Traded | 8573 | 5189 | 3384 | 8573 | 5189 | 3384 |
Profit Streak | 35.0579 | 35.0579 | 44.5579 | 35.0579 | 35.0579 | 44.5579 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468600 | -260643 | -166407 | -21555 | -311437 | -225519 |
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8860, "evaluation_days": 1476.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634083200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878605327, "expiration_time": 1762542720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 52, "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": [ [ 374093.5181240463, 122385.1796959333, 251708.338428113, 538808.0930567149, 147539.3643485247, 391268.7287081902 ], [ 374.093518, 122.38518, 251.708338, 538.808093, 147.539364, 391.268729 ], [ 0.253336, 0.082879, 0.170457, 0.125661, 0.0614, 0.107856 ], [ 10, 10, 10, 10, 10, 10 ], [ -102169, -76478, -71359, -331675, -251382, -210139 ], [ 1.709944, 1.404264, 2.122707, 1.364078, 1.180993, 1.588587 ], [ 113, 56, 57, 113, 56, 57 ], [ 65, 28, 37, 65, 28, 37 ], [ 48, 28, 20, 48, 28, 20 ], [ 57.522124, 50, 64.912281, 57.522124, 50, 64.912281 ], [ 1.262728, 1.404264, 1.147409, 1.007319, 1.180993, 0.858695 ], [ 102912, 102912, 45168, 237761, 237761, 132406 ], [ -42735, -34817, -42735, -130806, -130806, -106514 ], [ 75, 92, 59, 75, 92, 59 ], [ 75, 88, 65, 75, 88, 65 ], [ 76, 96, 47, 76, 96, 47 ], [ 8573, 5189, 3384, 8573, 5189, 3384 ], [ 35.057932, 35.057932, 44.557932, 35.057932, 35.057932, 44.557932 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 468600, -260643, -166407, -21555, -311437, -225519 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8860, "evaluation_days": 1476.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634083200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878605327, "expiration_time": 1762542720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 52, "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) |
---|