Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410866.3802 | 149760.1764 | 261106.2038 | 609887.1901 | 300187.0647 | 309700.1254 |
Total P&L (%) | 410.8664 | 149.7602 | 261.1062 | 609.8872 | 300.1871 | 309.7001 |
Avg Daily Profit (%) | 0.2758 | 0.1005 | 0.1753 | 0.1317 | 0.0931 | 0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176480 | -87061 | -116696 | -362656 | -240496 | -291324 |
Profit Factor | 1.3607 | 1.2848 | 1.4257 | 1.2465 | 1.272 | 1.226 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 162 | 82 | 80 | 162 | 82 | 80 |
Losing Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Profitability (%) | 57.6512 | 58.5714 | 56.7376 | 57.6512 | 58.5714 | 56.7376 |
Ratio Avg Win / Avg Loss | 0.9995 | 0.9088 | 1.0871 | 0.9157 | 0.8997 | 0.9348 |
Largest Winning Trade | 47135 | 47135 | 45516 | 142741 | 98753 | 142741 |
Largest Losing Trade | -32219 | -24336 | -32219 | -88571 | -73700 | -88571 |
Avg Bars in Trades | 30 | 21 | 39 | 30 | 21 | 39 |
Avg Bars in Winners | 27 | 16 | 38 | 27 | 16 | 38 |
Avg Bars in Losers | 35 | 29 | 41 | 35 | 29 | 41 |
Bars Traded | 8672 | 3044 | 5628 | 8672 | 3044 | 5628 |
Profit Streak | 0 | 21.9294 | 0 | 0 | 21.9294 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342681 | -58171 | 322377 | -16277 | -68113 | -67848 |
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8937, "evaluation_days": 1489.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633305600000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759832302090, "expiration_time": 1763684784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.66022 } }, "second_band": { "type": "bbm", "factors": { "length": 214, "offset": 0, "std": 2.8161 } } }
{ "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": [ [ 410866.3801992129, 149760.1763771242, 261106.2038220887, 609887.1901075814, 300187.0646727678, 309700.1254348136 ], [ 410.86638, 149.760176, 261.106204, 609.88719, 300.187065, 309.700125 ], [ 0.275842, 0.100544, 0.175298, 0.13167, 0.093146, 0.094725 ], [ 10, 10, 10, 10, 10, 10 ], [ -176480, -87061, -116696, -362656, -240496, -291324 ], [ 1.360673, 1.284796, 1.425729, 1.246523, 1.271977, 1.226019 ], [ 281, 140, 141, 281, 140, 141 ], [ 162, 82, 80, 162, 82, 80 ], [ 119, 58, 61, 119, 58, 61 ], [ 57.651246, 58.571429, 56.737589, 57.651246, 58.571429, 56.737589 ], [ 0.999507, 0.908758, 1.087118, 0.915655, 0.899691, 0.934839 ], [ 47135, 47135, 45516, 142741, 98753, 142741 ], [ -32219, -24336, -32219, -88571, -73700, -88571 ], [ 30, 21, 39, 30, 21, 39 ], [ 27, 16, 38, 27, 16, 38 ], [ 35, 29, 41, 35, 29, 41 ], [ 8672, 3044, 5628, 8672, 3044, 5628 ], [ 0, 21.929422, 0, 0, 21.929422, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342681, -58171, 322377, -16277, -68113, -67848 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8937, "evaluation_days": 1489.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633305600000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759832302090, "expiration_time": 1763684784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 188, "offset": 0, "multiplier": 3.66022 } }, "second_band": { "type": "bbm", "factors": { "length": 214, "offset": 0, "std": 2.8161 } } }
# | 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) |
---|