Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125415.1203 | 27200.117 | 98215.0032 | 101241.6507 | 19409.3417 | 81832.309 |
Total P&L (%) | 125.4151 | 27.2001 | 98.215 | 101.2417 | 19.4093 | 81.8323 |
Avg Daily Profit (%) | 0.2408 | 0.0522 | 0.1886 | 0.1344 | 0.0341 | 0.1149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61781 | -64255 | -31890 | -62644 | -62124 | -48438 |
Profit Factor | 1.3383 | 1.1266 | 1.6299 | 1.2281 | 1.0815 | 1.3979 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 59.854 | 55.8824 | 63.7681 | 59.854 | 55.8824 | 63.7681 |
Ratio Avg Win / Avg Loss | 0.8977 | 0.8895 | 0.9261 | 0.8237 | 0.8538 | 0.7943 |
Largest Winning Trade | 30753 | 30753 | 14518 | 26038 | 26038 | 17443 |
Largest Losing Trade | -31890 | -25163 | -31890 | -45545 | -27849 | -45545 |
Avg Bars in Trades | 177 | 178 | 175 | 177 | 178 | 175 |
Avg Bars in Winners | 121 | 120 | 122 | 121 | 120 | 122 |
Avg Bars in Losers | 260 | 252 | 270 | 260 | 252 | 270 |
Bars Traded | 24302 | 12160 | 12142 | 24302 | 12160 | 12142 |
Profit Streak | 10.8308 | 20.6225 | 10.8308 | 10.8308 | 20.6225 | 10.8308 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316364 | -317345 | -91987 | -13509 | -395154 | -140455 |
{ "trading_pair": "DYDX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714158000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758898579828, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 163, "offset": 0, "std": 3.50783 } } }
{ "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": [ [ 125415.1202679168, 27200.1170382269, 98215.00322969, 101241.6507125478, 19409.341666062, 81832.3090464857 ], [ 125.41512, 27.200117, 98.215003, 101.241651, 19.409342, 81.832309 ], [ 0.240799, 0.052225, 0.188574, 0.134364, 0.034064, 0.114866 ], [ 10, 10, 10, 10, 10, 10 ], [ -61781, -64255, -31890, -62644, -62124, -48438 ], [ 1.338331, 1.126645, 1.629934, 1.228114, 1.081489, 1.397948 ], [ 137, 68, 69, 137, 68, 69 ], [ 82, 38, 44, 82, 38, 44 ], [ 55, 30, 25, 55, 30, 25 ], [ 59.854015, 55.882353, 63.768116, 59.854015, 55.882353, 63.768116 ], [ 0.897661, 0.889457, 0.926099, 0.823735, 0.853807, 0.794288 ], [ 30753, 30753, 14518, 26038, 26038, 17443 ], [ -31890, -25163, -31890, -45545, -27849, -45545 ], [ 177, 178, 175, 177, 178, 175 ], [ 121, 120, 122, 121, 120, 122 ], [ 260, 252, 270, 260, 252, 270 ], [ 24302, 12160, 12142, 24302, 12160, 12142 ], [ 10.830785, 20.622452, 10.830785, 10.830785, 20.622452, 10.830785 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316364, -317345, -91987, -13509, -395154, -140455 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714158000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758898579828, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 163, "offset": 0, "std": 3.50783 } } }
# | 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) |
---|