Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455404.8394 | 121627.9836 | 333776.8558 | 409311.537 | -323139.9798 | 732451.5168 |
Total P&L (%) | 455.4048 | 121.628 | 333.7769 | 409.3115 | -323.14 | 732.4515 |
Avg Daily Profit (%) | 0.3084 | 0.0824 | 0.226 | 0.1103 | 0 | 0.1436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147196 | -56829 | -134408 | -3304314 | -1312600 | -2585766 |
Profit Factor | 1.9677 | 1.7294 | 2.0985 | 1.0749 | 0.8378 | 1.2109 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 171 | 80 | 91 | 171 | 80 | 91 |
Losing Trades | 34 | 23 | 11 | 34 | 23 | 11 |
Profitability (%) | 83.4146 | 77.6699 | 89.2157 | 83.4146 | 77.6699 | 89.2157 |
Ratio Avg Win / Avg Loss | 0.3912 | 0.4972 | 0.2537 | 0.2137 | 0.2409 | 0.1464 |
Largest Winning Trade | 32826 | 16166 | 32826 | 377920 | 299884 | 377920 |
Largest Losing Trade | -91462 | -30298 | -91462 | -1495269 | -835110 | -1495269 |
Avg Bars in Trades | 26 | 9 | 44 | 26 | 9 | 44 |
Avg Bars in Winners | 13 | 4 | 20 | 13 | 4 | 20 |
Avg Bars in Losers | 95 | 25 | 240 | 95 | 25 | 240 |
Bars Traded | 5502 | 947 | 4555 | 5502 | 947 | 4555 |
Profit Streak | 54.8132 | 198.0632 | 0 | 54.8132 | 198.0632 | 0 |
Trades During Streak | 1 | 11 | 0 | 1 | 11 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573095 | -77064 | 498109 | -179150 | -575352 | 62654 |
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5907, "evaluation_days": 1476.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633111200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758871860283, "expiration_time": 1762542936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 455404.8393621161, 121627.9835655962, 333776.8557965196, 409311.5369719548, -323139.9797933392, 732451.516765293 ], [ 455.404839, 121.627984, 333.776856, 409.311537, -323.13998, 732.451517 ], [ 0.308383, 0.082362, 0.226021, 0.110295, 0, 0.143608 ], [ 10, 10, 10, 10, 10, 10 ], [ -147196, -56829, -134408, -3304314, -1312600, -2585766 ], [ 1.967735, 1.729387, 2.098547, 1.074889, 0.837768, 1.210853 ], [ 205, 103, 102, 205, 103, 102 ], [ 171, 80, 91, 171, 80, 91 ], [ 34, 23, 11, 34, 23, 11 ], [ 83.414634, 77.669903, 89.215686, 83.414634, 77.669903, 89.215686 ], [ 0.391246, 0.497199, 0.253671, 0.213721, 0.240858, 0.146367 ], [ 32826, 16166, 32826, 377920, 299884, 377920 ], [ -91462, -30298, -91462, -1495269, -835110, -1495269 ], [ 26, 9, 44, 26, 9, 44 ], [ 13, 4, 20, 13, 4, 20 ], [ 95, 25, 240, 95, 25, 240 ], [ 5502, 947, 4555, 5502, 947, 4555 ], [ 54.813198, 198.063198, 0, 54.813198, 198.063198, 0 ], [ 1, 11, 0, 1, 11, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 573095, -77064, 498109, -179150, -575352, 62654 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5907, "evaluation_days": 1476.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633111200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758871860283, "expiration_time": 1762542936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 0, "scalar": 3 } } }
# | 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) |
---|