Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312472.8134 | 107164.969 | 205307.8444 | -2171666.0611 | 395198.4103 | -2566864.4714 |
Total P&L (%) | 312.4728 | 107.165 | 205.3078 | -2171.6661 | 395.1984 | -2566.8645 |
Avg Daily Profit (%) | 0.2092 | 0.0717 | 0.1374 | 0 | 0.1071 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206413 | -50250 | -179844 | -4510902 | -1653378 | -2871688 |
Profit Factor | 1.4587 | 1.3354 | 1.5676 | 0.7321 | 1.1071 | 0.4186 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 62 | 28 | 34 | 39 | 19 | 20 |
Losing Trades | 38 | 22 | 16 | 61 | 31 | 30 |
Profitability (%) | 62 | 56 | 68 | 39 | 38 | 40 |
Ratio Avg Win / Avg Loss | 0.894 | 1.0492 | 0.7377 | 1.1451 | 1.8062 | 0.6279 |
Largest Winning Trade | 60996 | 56924 | 60996 | 1556094 | 1556094 | 482860 |
Largest Losing Trade | -179844 | -42894 | -179844 | -808986 | -808986 | -520470 |
Avg Bars in Trades | 43 | 35 | 50 | 43 | 35 | 50 |
Avg Bars in Winners | 39 | 25 | 50 | 44 | 42 | 47 |
Avg Bars in Losers | 48 | 48 | 49 | 41 | 31 | 52 |
Bars Traded | 4309 | 1785 | 2524 | 4309 | 1785 | 2524 |
Profit Streak | 0 | 0 | 78.6401 | 14.9734 | 29.9734 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320684 | -276143 | -186283 | -582536 | -335796 | -764722 |
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4482, "evaluation_days": 1494, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634400000000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760224903559, "expiration_time": 1764070848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 114, "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": [ [ 312472.8134247817, 107164.9690249566, 205307.8443998254, -2171666.061116071, 395198.4102860831, -2566864.4714021557 ], [ 312.472813, 107.164969, 205.307844, -2171.666061, 395.19841, -2566.864471 ], [ 0.209152, 0.07173, 0.137422, 0, 0.107138, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -206413, -50250, -179844, -4510902, -1653378, -2871688 ], [ 1.458657, 1.335374, 1.567559, 0.732117, 1.107052, 0.41862 ], [ 100, 50, 50, 100, 50, 50 ], [ 62, 28, 34, 39, 19, 20 ], [ 38, 22, 16, 61, 31, 30 ], [ 62, 56, 68, 39, 38, 40 ], [ 0.894016, 1.049222, 0.737675, 1.145106, 1.806243, 0.62793 ], [ 60996, 56924, 60996, 1556094, 1556094, 482860 ], [ -179844, -42894, -179844, -808986, -808986, -520470 ], [ 43, 35, 50, 43, 35, 50 ], [ 39, 25, 50, 44, 42, 47 ], [ 48, 48, 49, 41, 31, 52 ], [ 4309, 1785, 2524, 4309, 1785, 2524 ], [ 0, 0, 78.640087, 14.973421, 29.973421, 0 ], [ 0, 0, 2, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320684, -276143, -186283, -582536, -335796, -764722 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4482, "evaluation_days": 1494, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634400000000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760224903559, "expiration_time": 1764070848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 114, "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) |
---|