| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 160665.0156 | 49356.6574 | 111308.3582 | 148358.2805 | 63232.4518 | 85125.8287 |
| Total P&L (%) | 160.665 | 49.3567 | 111.3084 | 148.3583 | 63.2325 | 85.1258 |
| Avg Daily Profit (%) | 0.3085 | 0.0948 | 0.2137 | 0.1748 | 0.0941 | 0.1183 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93343 | -25177 | -87046 | -140208 | -43703 | -122598 |
| Profit Factor | 1.4798 | 1.5562 | 1.4522 | 1.2437 | 1.4465 | 1.1822 |
| Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
| Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
| Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Profitability (%) | 56.5517 | 57.5342 | 55.5556 | 56.5517 | 57.5342 | 55.5556 |
| Ratio Avg Win / Avg Loss | 1.1369 | 1.1486 | 1.1618 | 0.9555 | 1.0677 | 0.9457 |
| Largest Winning Trade | 32937 | 23647 | 32937 | 44456 | 15343 | 44456 |
| Largest Losing Trade | -45632 | -13475 | -45632 | -66603 | -24442 | -66603 |
| Avg Bars in Trades | 167 | 47 | 289 | 167 | 47 | 289 |
| Avg Bars in Winners | 165 | 48 | 288 | 165 | 48 | 288 |
| Avg Bars in Losers | 170 | 44 | 291 | 170 | 44 | 291 |
| Bars Traded | 24296 | 3432 | 20865 | 24296 | 3432 | 20865 |
| Profit Streak | 46.5346 | 47.993 | 46.5346 | 46.5346 | 47.993 | 46.5346 |
| Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 433737 | -135918 | -68786 | 280667 | -136501 | -134380 |
{
"trading_pair": "DYDX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714629600000,
"first_datapoint_time": 1714953600000,
"last_datapoint_time": 1759627800000,
"evaluation_time": 1759628990961,
"expiration_time": 1766107800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 181,
"offset": 0,
"a": 0.83387
}
}
} {
"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": [
[
160665.0155796439,
49356.6573898744,
111308.3581897695,
148358.2805211834,
63232.4517741624,
85125.828747021
],
[
160.665016,
49.356657,
111.308358,
148.358281,
63.232452,
85.125829
],
[
0.308479,
0.094765,
0.213713,
0.174817,
0.094126,
0.118317
],
[
10,
10,
10,
10,
10,
10
],
[
-93343,
-25177,
-87046,
-140208,
-43703,
-122598
],
[
1.479768,
1.556164,
1.452223,
1.243664,
1.446516,
1.182184
],
[
145,
73,
72,
145,
73,
72
],
[
82,
42,
40,
82,
42,
40
],
[
63,
31,
32,
63,
31,
32
],
[
56.551724,
57.534247,
55.555556,
56.551724,
57.534247,
55.555556
],
[
1.136895,
1.148597,
1.161778,
0.955498,
1.067666,
0.945748
],
[
32937,
23647,
32937,
44456,
15343,
44456
],
[
-45632,
-13475,
-45632,
-66603,
-24442,
-66603
],
[
167,
47,
289,
167,
47,
289
],
[
165,
48,
288,
165,
48,
288
],
[
170,
44,
291,
170,
44,
291
],
[
24296,
3432,
20865,
24296,
3432,
20865
],
[
46.534618,
47.992951,
46.534618,
46.534618,
47.992951,
46.534618
],
[
9,
5,
4,
9,
5,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
433737,
-135918,
-68786,
280667,
-136501,
-134380
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714629600000,
"first_datapoint_time": 1714953600000,
"last_datapoint_time": 1759627800000,
"evaluation_time": 1759628990961,
"expiration_time": 1766107800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 181,
"offset": 0,
"a": 0.83387
}
}
}
| # | 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) |
|---|