Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169151.4052 | 47262.3642 | 121889.0409 | 201715.9144 | 98078.1167 | 103637.7977 |
Total P&L (%) | 169.1514 | 47.2624 | 121.889 | 201.7159 | 98.0781 | 103.6378 |
Avg Daily Profit (%) | 0.3248 | 0.0907 | 0.234 | 0.2123 | 0.1313 | 0.1366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67041 | -39727 | -62351 | -90510 | -46070 | -88017 |
Profit Factor | 2.0815 | 1.6173 | 2.5268 | 1.9523 | 2.2562 | 1.7748 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 77.4648 | 72.2222 | 82.8571 | 77.4648 | 72.2222 | 82.8571 |
Ratio Avg Win / Avg Loss | 0.6055 | 0.622 | 0.5228 | 0.5679 | 0.8678 | 0.3672 |
Largest Winning Trade | 23337 | 16553 | 23337 | 23057 | 21213 | 23057 |
Largest Losing Trade | -62351 | -23675 | -62351 | -88017 | -27208 | -88017 |
Avg Bars in Trades | 338 | 156 | 526 | 338 | 156 | 526 |
Avg Bars in Winners | 264 | 91 | 419 | 264 | 91 | 419 |
Avg Bars in Losers | 594 | 325 | 1043 | 594 | 325 | 1043 |
Bars Traded | 24054 | 5618 | 18436 | 24054 | 5618 | 18436 |
Profit Streak | 34.155 | 176.8842 | 34.155 | 34.155 | 176.8842 | 34.155 |
Trades During Streak | 5 | 11 | 2 | 5 | 11 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76606 | -69226 | 523170 | -77817 | -12319 | -5451 |
{ "trading_pair": "DYDX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714753800000, "first_datapoint_time": 1715193000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759752793797, "expiration_time": 1766232000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 153, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 245, "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": [ [ 169151.4051809111, 47262.3642355454, 121889.0409453658, 201715.9144369947, 98078.116741672, 103637.7976953228 ], [ 169.151405, 47.262364, 121.889041, 201.715914, 98.078117, 103.637798 ], [ 0.324773, 0.090744, 0.234028, 0.212255, 0.131317, 0.136639 ], [ 10, 10, 10, 10, 10, 10 ], [ -67041, -39727, -62351, -90510, -46070, -88017 ], [ 2.081538, 1.617289, 2.526773, 1.952255, 2.256174, 1.774845 ], [ 71, 36, 35, 71, 36, 35 ], [ 55, 26, 29, 55, 26, 29 ], [ 16, 10, 6, 16, 10, 6 ], [ 77.464789, 72.222222, 82.857143, 77.464789, 72.222222, 82.857143 ], [ 0.605538, 0.622034, 0.522781, 0.567929, 0.867759, 0.367209 ], [ 23337, 16553, 23337, 23057, 21213, 23057 ], [ -62351, -23675, -62351, -88017, -27208, -88017 ], [ 338, 156, 526, 338, 156, 526 ], [ 264, 91, 419, 264, 91, 419 ], [ 594, 325, 1043, 594, 325, 1043 ], [ 24054, 5618, 18436, 24054, 5618, 18436 ], [ 34.155021, 176.884187, 34.155021, 34.155021, 176.884187, 34.155021 ], [ 5, 11, 2, 5, 11, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -76606, -69226, 523170, -77817, -12319, -5451 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714753800000, "first_datapoint_time": 1715193000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759752793797, "expiration_time": 1766232000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 153, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 245, "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) |
---|