Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278795.5522 | 36923.7632 | 241871.789 | -78521.0889 | -50421.8054 | -28099.2836 |
Total P&L (%) | 278.7956 | 36.9238 | 241.8718 | -78.5211 | -50.4218 | -28.0993 |
Avg Daily Profit (%) | 0.1877 | 0.0249 | 0.1629 | -0.1035 | -0.0472 | -0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120668 | -21844 | -114543 | -635631 | -96198 | -613528 |
Profit Factor | 1.7943 | 1.8057 | 1.7926 | 0.9096 | 0.5272 | 0.9631 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 74.2268 | 67.3469 | 81.25 | 74.2268 | 67.3469 | 81.25 |
Ratio Avg Win / Avg Loss | 0.623 | 0.8755 | 0.4137 | 0.3158 | 0.2556 | 0.2223 |
Largest Winning Trade | 44632 | 6947 | 44632 | 147137 | 18041 | 147137 |
Largest Losing Trade | -97790 | -12333 | -97790 | -409329 | -61255 | -409329 |
Avg Bars in Trades | 82 | 3 | 163 | 82 | 3 | 163 |
Avg Bars in Winners | 47 | 1 | 85 | 47 | 1 | 85 |
Avg Bars in Losers | 183 | 6 | 499 | 183 | 6 | 499 |
Bars Traded | 8004 | 167 | 7838 | 8004 | 167 | 7838 |
Profit Streak | 149.456 | 179.1227 | 149.456 | 149.456 | 179.1227 | 149.456 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476320 | -157498 | 467562 | -575688 | -576771 | -575716 |
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8911, "evaluation_days": 1485.17, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1631851200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759460199833, "expiration_time": 1763299152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 278795.5521783842, 36923.7631982567, 241871.7889801276, -78521.0889362924, -50421.8053795031, -28099.2835567894 ], [ 278.795552, 36.923763, 241.871789, -78.521089, -50.421805, -28.099284 ], [ 0.18772, 0.024862, 0.162858, -0.10351, -0.047231, -0.022209 ], [ 10, 10, 10, 10, 10, 10 ], [ -120668, -21844, -114543, -635631, -96198, -613528 ], [ 1.794322, 1.80566, 1.792619, 0.909592, 0.527243, 0.963118 ], [ 97, 49, 48, 97, 49, 48 ], [ 72, 33, 39, 72, 33, 39 ], [ 25, 16, 9, 25, 16, 9 ], [ 74.226804, 67.346939, 81.25, 74.226804, 67.346939, 81.25 ], [ 0.623028, 0.875471, 0.413681, 0.31583, 0.255633, 0.222258 ], [ 44632, 6947, 44632, 147137, 18041, 147137 ], [ -97790, -12333, -97790, -409329, -61255, -409329 ], [ 82, 3, 163, 82, 3, 163 ], [ 47, 1, 85, 47, 1, 85 ], [ 183, 6, 499, 183, 6, 499 ], [ 8004, 167, 7838, 8004, 167, 7838 ], [ 149.456016, 179.122683, 149.456016, 149.456017, 179.122683, 149.456017 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 476320, -157498, 467562, -575688, -576771, -575716 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8911, "evaluation_days": 1485.17, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1631851200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759460199833, "expiration_time": 1763299152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 4 } } }
# | 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) |
---|