Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244280.7564 | 69001.1675 | 175279.5889 | -52055.6759 | 521.5271 | -52577.203 |
Total P&L (%) | 244.2808 | 69.0012 | 175.2796 | -52.0557 | 0.5215 | -52.5772 |
Avg Daily Profit (%) | 0.165 | 0.0466 | 0.1184 | -0.0496 | 0.0004 | -0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168525 | -171351 | -97875 | -437030 | -241153 | -407494 |
Profit Factor | 1.2223 | 1.1198 | 1.3351 | 0.9726 | 1.0006 | 0.9494 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 217 | 106 | 111 | 217 | 106 | 111 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 57.4074 | 56.0847 | 58.7302 | 57.4074 | 56.0847 | 58.7302 |
Ratio Avg Win / Avg Loss | 0.9068 | 0.8768 | 0.9382 | 0.7216 | 0.7835 | 0.6672 |
Largest Winning Trade | 58993 | 58993 | 30306 | 84801 | 84801 | 63512 |
Largest Losing Trade | -77733 | -37101 | -77733 | -324563 | -99418 | -324563 |
Avg Bars in Trades | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 29 | 34 | 25 | 29 | 34 | 25 |
Bars Traded | 8810 | 4709 | 4101 | 8810 | 4709 | 4101 |
Profit Streak | 7.8264 | 0 | 7.993 | 7.8264 | 0 | 7.993 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329551 | -219669 | -33800 | -576887 | -578141 | -578259 |
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8883, "evaluation_days": 1480.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1631880000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759060197007, "expiration_time": 1762883856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.79868 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 51 } } }
{ "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": [ [ 244280.7564386265, 69001.1675155878, 175279.5889230387, -52055.6759011634, 521.5270580954, -52577.2029592589 ], [ 244.280756, 69.001168, 175.279589, -52.055676, 0.521527, -52.577203 ], [ 0.164999, 0.046607, 0.118392, -0.049642, 0.000351, -0.05038 ], [ 10, 10, 10, 10, 10, 10 ], [ -168525, -171351, -97875, -437030, -241153, -407494 ], [ 1.22225, 1.119776, 1.335116, 0.972581, 1.000607, 0.949447 ], [ 378, 189, 189, 378, 189, 189 ], [ 217, 106, 111, 217, 106, 111 ], [ 161, 83, 78, 161, 83, 78 ], [ 57.407407, 56.084656, 58.730159, 57.407407, 56.084656, 58.730159 ], [ 0.90683, 0.876806, 0.938189, 0.721593, 0.783495, 0.667179 ], [ 58993, 58993, 30306, 84801, 84801, 63512 ], [ -77733, -37101, -77733, -324563, -99418, -324563 ], [ 23, 24, 21, 23, 24, 21 ], [ 18, 17, 19, 18, 17, 19 ], [ 29, 34, 25, 29, 34, 25 ], [ 8810, 4709, 4101, 8810, 4709, 4101 ], [ 7.826354, 0, 7.993021, 7.826354, 0, 7.993021 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329551, -219669, -33800, -576887, -578141, -578259 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8883, "evaluation_days": 1480.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1631880000000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759060197007, "expiration_time": 1762883856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 17, "offset": 0, "a": 0.79868 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 51 } } }
# | 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) |
---|