| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 263192.8048 | 27646.9083 | 235545.8965 | 92837.9371 | 57372.5992 | 35465.3379 |
| Total P&L (%) | 263.1928 | 27.6469 | 235.5459 | 92.8379 | 57.3726 | 35.4653 |
| Avg Daily Profit (%) | 0.1778 | 0.0187 | 0.1592 | 0.0444 | 0.0306 | 0.0205 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93857 | -42373 | -114939 | -702768 | -56818 | -724240 |
| Profit Factor | 2.1203 | 1.4259 | 2.3853 | 1.1048 | 1.5356 | 1.0455 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
| Losing Trades | 15 | 10 | 5 | 15 | 10 | 5 |
| Profitability (%) | 78.2609 | 71.4286 | 85.2941 | 78.2609 | 71.4286 | 85.2941 |
| Ratio Avg Win / Avg Loss | 0.589 | 0.5704 | 0.4113 | 0.3069 | 0.6143 | 0.1803 |
| Largest Winning Trade | 35649 | 11650 | 35649 | 190440 | 24228 | 190440 |
| Largest Losing Trade | -88946 | -14619 | -88946 | -681001 | -56818 | -681001 |
| Avg Bars in Trades | 56 | 6 | 108 | 56 | 6 | 108 |
| Avg Bars in Winners | 42 | 4 | 75 | 42 | 4 | 75 |
| Avg Bars in Losers | 106 | 11 | 295 | 106 | 11 | 295 |
| Bars Traded | 3891 | 215 | 3676 | 3891 | 215 | 3676 |
| Profit Streak | 0 | 0 | 243.53 | 0 | 0 | 243.53 |
| Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -93650 | -168987 | 535365 | -342914 | -149887 | -334362 |
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4440,
"evaluation_days": 1480,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634630400000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759005791997,
"expiration_time": 1762824960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 122,
"offset": 0,
"std": 2.04827
}
}
} {
"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": [
[
263192.8047897636,
27646.9082888665,
235545.8965008968,
92837.937148695,
57372.5992302858,
35465.3379184092
],
[
263.192805,
27.646908,
235.545897,
92.837937,
57.372599,
35.465338
],
[
0.177833,
0.01868,
0.159153,
0.04438,
0.030643,
0.020512
],
[
10,
10,
10,
10,
10,
10
],
[
-93857,
-42373,
-114939,
-702768,
-56818,
-724240
],
[
2.120275,
1.425945,
2.385331,
1.104772,
1.535648,
1.045528
],
[
69,
35,
34,
69,
35,
34
],
[
54,
25,
29,
54,
25,
29
],
[
15,
10,
5,
15,
10,
5
],
[
78.26087,
71.428571,
85.294118,
78.26087,
71.428571,
85.294118
],
[
0.588965,
0.570378,
0.411264,
0.306881,
0.614259,
0.180263
],
[
35649,
11650,
35649,
190440,
24228,
190440
],
[
-88946,
-14619,
-88946,
-681001,
-56818,
-681001
],
[
56,
6,
108,
56,
6,
108
],
[
42,
4,
75,
42,
4,
75
],
[
106,
11,
295,
106,
11,
295
],
[
3891,
215,
3676,
3891,
215,
3676
],
[
0,
0,
243.53,
0,
0,
243.53
],
[
0,
0,
7,
0,
0,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-93650,
-168987,
535365,
-342914,
-149887,
-334362
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4440,
"evaluation_days": 1480,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634630400000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759005791997,
"expiration_time": 1762824960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 122,
"offset": 0,
"std": 2.04827
}
}
}
| # | 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) |
|---|