| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 314812.1097 | 113437.1607 | 201374.949 | -262108.3064 | -175911.9819 | -86196.3246 |
| Total P&L (%) | 314.8121 | 113.4372 | 201.3749 | -262.1083 | -175.912 | -86.1963 |
| Avg Daily Profit (%) | 0.2125 | 0.0766 | 0.1359 | 0 | 0 | -0.1336 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -169688 | -79447 | -149640 | -980967 | -369575 | -623712 |
| Profit Factor | 1.3528 | 1.2785 | 1.4153 | 0.8699 | 0.8081 | 0.9214 |
| Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
| Winning Trades | 133 | 67 | 66 | 115 | 55 | 60 |
| Losing Trades | 102 | 50 | 52 | 120 | 62 | 58 |
| Profitability (%) | 56.5957 | 57.265 | 55.9322 | 48.9362 | 47.0085 | 50.8475 |
| Ratio Avg Win / Avg Loss | 1.0375 | 0.9541 | 1.1151 | 0.9077 | 0.911 | 0.8907 |
| Largest Winning Trade | 79415 | 79415 | 42477 | 255693 | 255693 | 133066 |
| Largest Losing Trade | -115935 | -38802 | -115935 | -527623 | -255627 | -527623 |
| Avg Bars in Trades | 24 | 21 | 26 | 24 | 21 | 26 |
| Avg Bars in Winners | 19 | 14 | 24 | 22 | 22 | 22 |
| Avg Bars in Losers | 29 | 29 | 29 | 25 | 20 | 31 |
| Bars Traded | 5673 | 2490 | 3183 | 5673 | 2490 | 3183 |
| Profit Streak | 0 | 0 | 0 | 5.0731 | 9.5731 | 5.0731 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377898 | -91452 | -9976 | -578500 | -581241 | -579915 |
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5926,
"evaluation_days": 1481.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1635703200000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759131916716,
"expiration_time": 1762965648000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 212,
"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": [
[
314812.1097009762,
113437.1606787158,
201374.9490222606,
-262108.3064427297,
-175911.9818629859,
-86196.3245797438
],
[
314.81211,
113.437161,
201.374949,
-262.108306,
-175.911982,
-86.196325
],
[
0.212496,
0.076569,
0.135926,
0,
0,
-0.133575
],
[
10,
10,
10,
10,
10,
10
],
[
-169688,
-79447,
-149640,
-980967,
-369575,
-623712
],
[
1.352842,
1.278476,
1.415317,
0.869859,
0.808109,
0.921447
],
[
235,
117,
118,
235,
117,
118
],
[
133,
67,
66,
115,
55,
60
],
[
102,
50,
52,
120,
62,
58
],
[
56.595745,
57.264957,
55.932203,
48.93617,
47.008547,
50.847458
],
[
1.037518,
0.954087,
1.115098,
0.907678,
0.910959,
0.890732
],
[
79415,
79415,
42477,
255693,
255693,
133066
],
[
-115935,
-38802,
-115935,
-527623,
-255627,
-527623
],
[
24,
21,
26,
24,
21,
26
],
[
19,
14,
24,
22,
22,
22
],
[
29,
29,
29,
25,
20,
31
],
[
5673,
2490,
3183,
5673,
2490,
3183
],
[
0,
0,
0,
5.07311,
9.57311,
5.07311
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377898,
-91452,
-9976,
-578500,
-581241,
-579915
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5926,
"evaluation_days": 1481.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1635703200000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759131916716,
"expiration_time": 1762965648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 212,
"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) |
|---|