| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 269327.7516 | 36108.9786 | 233218.773 | 56997.0639 | -638949.0155 | 695946.0795 |
| Total P&L (%) | 269.3278 | 36.109 | 233.2188 | 56.9971 | -638.949 | 695.9461 |
| Avg Daily Profit (%) | 0.1807 | 0.0242 | 0.1565 | 0.0303 | 0 | 0.1393 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167021 | -92747 | -102379 | -1348634 | -1020668 | -458983 |
| Profit Factor | 1.5527 | 1.1546 | 1.9192 | 1.0289 | 0.4866 | 1.953 |
| Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
| Winning Trades | 148 | 68 | 80 | 148 | 68 | 80 |
| Losing Trades | 33 | 23 | 10 | 33 | 23 | 10 |
| Profitability (%) | 81.768 | 74.7253 | 88.8889 | 81.768 | 74.7253 | 88.8889 |
| Ratio Avg Win / Avg Loss | 0.3462 | 0.3905 | 0.2399 | 0.2294 | 0.1646 | 0.2441 |
| Largest Winning Trade | 24322 | 21264 | 24322 | 160660 | 87427 | 160660 |
| Largest Losing Trade | -85787 | -59384 | -85787 | -830549 | -830549 | -354014 |
| Avg Bars in Trades | 47 | 30 | 64 | 47 | 30 | 64 |
| Avg Bars in Winners | 21 | 11 | 30 | 21 | 11 | 30 |
| Avg Bars in Losers | 163 | 85 | 341 | 163 | 85 | 341 |
| Bars Traded | 8579 | 2757 | 5821 | 8579 | 2757 | 5821 |
| Profit Streak | 12.3985 | 105.7319 | 0 | 12.3985 | 105.7319 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 479580 | -210622 | 461985 | -337854 | -576213 | -1027 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8942,
"evaluation_days": 1490.33,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633852800000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759901633570,
"expiration_time": 1763758944000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 189,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
269327.7515674811,
36108.9785700254,
233218.7729974554,
56997.0639421499,
-638949.0155288157,
695946.0794709655
],
[
269.327752,
36.108979,
233.218773,
56.997064,
-638.949016,
695.946079
],
[
0.180717,
0.024229,
0.156488,
0.03027,
0,
0.139285
],
[
10,
10,
10,
10,
10,
10
],
[
-167021,
-92747,
-102379,
-1348634,
-1020668,
-458983
],
[
1.552745,
1.154614,
1.919225,
1.028863,
0.486581,
1.953012
],
[
181,
91,
90,
181,
91,
90
],
[
148,
68,
80,
148,
68,
80
],
[
33,
23,
10,
33,
23,
10
],
[
81.767956,
74.725275,
88.888889,
81.767956,
74.725275,
88.888889
],
[
0.34622,
0.390531,
0.239903,
0.229409,
0.164579,
0.244126
],
[
24322,
21264,
24322,
160660,
87427,
160660
],
[
-85787,
-59384,
-85787,
-830549,
-830549,
-354014
],
[
47,
30,
64,
47,
30,
64
],
[
21,
11,
30,
21,
11,
30
],
[
163,
85,
341,
163,
85,
341
],
[
8579,
2757,
5821,
8579,
2757,
5821
],
[
12.398537,
105.73187,
0,
12.398537,
105.73187,
0
],
[
1,
4,
0,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
479580,
-210622,
461985,
-337854,
-576213,
-1027
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8942,
"evaluation_days": 1490.33,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633852800000,
"last_datapoint_time": 1759896000000,
"evaluation_time": 1759901633570,
"expiration_time": 1763758944000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 189,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|