| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 318647.4464 | 105694.805 | 212952.6414 | -302352.9324 | 1148.4137 | -303501.3461 |
| Total P&L (%) | 318.6474 | 105.6948 | 212.9526 | -302.3529 | 1.1484 | -303.5013 |
| Avg Daily Profit (%) | 0.2142 | 0.0711 | 0.1432 | 0 | 0.0008 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -188017 | -72761 | -148947 | -672062 | -119512 | -559566 |
| Profit Factor | 1.3484 | 1.2526 | 1.4291 | 0.8065 | 1.002 | 0.6967 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 109 | 55 | 54 | 83 | 42 | 41 |
| Losing Trades | 71 | 35 | 36 | 97 | 48 | 49 |
| Profitability (%) | 60.5556 | 61.1111 | 60 | 46.1111 | 46.6667 | 45.5556 |
| Ratio Avg Win / Avg Loss | 0.8783 | 0.7971 | 0.9527 | 0.9425 | 1.1452 | 0.8327 |
| Largest Winning Trade | 52163 | 52163 | 48679 | 84403 | 83741 | 84403 |
| Largest Losing Trade | -118089 | -39185 | -118089 | -438189 | -61238 | -438189 |
| Avg Bars in Trades | 48 | 40 | 56 | 48 | 40 | 56 |
| Avg Bars in Winners | 43 | 33 | 54 | 46 | 36 | 56 |
| Avg Bars in Losers | 55 | 51 | 59 | 50 | 43 | 56 |
| Bars Traded | 8709 | 3637 | 5072 | 8709 | 3637 | 5072 |
| Profit Streak | 0 | 19.1625 | 0 | 6.3292 | 0 | 9.4958 |
| Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315591 | -98252 | -1736 | -580655 | -577447 | -582154 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8925,
"evaluation_days": 1487.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633694400000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759665238610,
"expiration_time": 1763506800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 157,
"offset": 0,
"multiplier": 4.79594
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 178,
"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": [
[
318647.4463950025,
105694.8050053668,
212952.6413896359,
-302352.9323803333,
1148.4137075265,
-303501.3460878599
],
[
318.647446,
105.694805,
212.952641,
-302.352932,
1.148414,
-303.501346
],
[
0.214217,
0.071055,
0.143161,
0,
0.000768,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-188017,
-72761,
-148947,
-672062,
-119512,
-559566
],
[
1.348383,
1.252642,
1.429092,
0.806461,
1.002045,
0.69673
],
[
180,
90,
90,
180,
90,
90
],
[
109,
55,
54,
83,
42,
41
],
[
71,
35,
36,
97,
48,
49
],
[
60.555556,
61.111111,
60,
46.111111,
46.666667,
45.555556
],
[
0.878305,
0.797136,
0.952728,
0.94249,
1.145195,
0.832678
],
[
52163,
52163,
48679,
84403,
83741,
84403
],
[
-118089,
-39185,
-118089,
-438189,
-61238,
-438189
],
[
48,
40,
56,
48,
40,
56
],
[
43,
33,
54,
46,
36,
56
],
[
55,
51,
59,
50,
43,
56
],
[
8709,
3637,
5072,
8709,
3637,
5072
],
[
0,
19.162484,
0,
6.329151,
0,
9.495817
],
[
0,
1,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315591,
-98252,
-1736,
-580655,
-577447,
-582154
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8925,
"evaluation_days": 1487.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633694400000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759665238610,
"expiration_time": 1763506800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 157,
"offset": 0,
"multiplier": 4.79594
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 178,
"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) |
|---|