| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 284883.8898 | 82836.3662 | 202047.5236 | 283492.8029 | -120602.6502 | 404095.453 |
| Total P&L (%) | 284.8839 | 82.8364 | 202.0475 | 283.4928 | -120.6027 | 404.0955 |
| Avg Daily Profit (%) | 0.1912 | 0.0556 | 0.1356 | 0.0903 | 0 | 0.1086 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87539 | -79552 | -42202 | -384715 | -388613 | -157220 |
| Profit Factor | 1.7226 | 1.3506 | 2.279 | 1.2156 | 0.8633 | 1.9345 |
| Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
| Winning Trades | 151 | 74 | 77 | 151 | 74 | 77 |
| Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
| Profitability (%) | 87.2832 | 86.0465 | 88.5057 | 87.2832 | 86.0465 | 88.5057 |
| Ratio Avg Win / Avg Loss | 0.251 | 0.219 | 0.296 | 0.1771 | 0.14 | 0.2512 |
| Largest Winning Trade | 24394 | 21255 | 24394 | 46908 | 46908 | 43080 |
| Largest Losing Trade | -66433 | -66433 | -42202 | -337054 | -337054 | -157220 |
| Avg Bars in Trades | 31 | 31 | 30 | 31 | 31 | 30 |
| Avg Bars in Winners | 13 | 10 | 15 | 13 | 10 | 15 |
| Avg Bars in Losers | 155 | 162 | 146 | 155 | 162 | 146 |
| Bars Traded | 5410 | 2746 | 2664 | 5410 | 2746 | 2664 |
| Profit Streak | 22.6359 | 197.6359 | 22.6359 | 22.6359 | 197.6359 | 22.6359 |
| Trades During Streak | 6 | 17 | 3 | 6 | 17 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 554671 | -113836 | -4304 | -67194 | -574661 | -40942 |
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5960,
"evaluation_days": 1490,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1635292800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759871742960,
"expiration_time": 1763722080000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.81324,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 193,
"offset": 0,
"a": 0.75769
}
}
} {
"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": [
[
284883.8897940734,
82836.3661771952,
202047.5236168776,
283492.8028661204,
-120602.6501685678,
404095.4530346881
],
[
284.88389,
82.836366,
202.047524,
283.492803,
-120.60265,
404.095453
],
[
0.191197,
0.055595,
0.135602,
0.090252,
0,
0.108622
],
[
10,
10,
10,
10,
10,
10
],
[
-87539,
-79552,
-42202,
-384715,
-388613,
-157220
],
[
1.722586,
1.350584,
2.278983,
1.215603,
0.863335,
1.934511
],
[
173,
86,
87,
173,
86,
87
],
[
151,
74,
77,
151,
74,
77
],
[
22,
12,
10,
22,
12,
10
],
[
87.283237,
86.046512,
88.505747,
87.283237,
86.046512,
88.505747
],
[
0.250973,
0.219014,
0.295972,
0.177108,
0.14,
0.251235
],
[
24394,
21255,
24394,
46908,
46908,
43080
],
[
-66433,
-66433,
-42202,
-337054,
-337054,
-157220
],
[
31,
31,
30,
31,
31,
30
],
[
13,
10,
15,
13,
10,
15
],
[
155,
162,
146,
155,
162,
146
],
[
5410,
2746,
2664,
5410,
2746,
2664
],
[
22.635914,
197.635914,
22.635914,
22.635914,
197.635914,
22.635914
],
[
6,
17,
3,
6,
17,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
554671,
-113836,
-4304,
-67194,
-574661,
-40942
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5960,
"evaluation_days": 1490,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1635292800000,
"last_datapoint_time": 1759860000000,
"evaluation_time": 1759871742960,
"expiration_time": 1763722080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.81324,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 193,
"offset": 0,
"a": 0.75769
}
}
}
| # | 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) |
|---|