Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243341.5255 | 74759.5377 | 168581.9878 | 56199.9867 | 70325.1006 | -14125.1139 |
Total P&L (%) | 243.3415 | 74.7595 | 168.582 | 56.2 | 70.3251 | -14.1251 |
Avg Daily Profit (%) | 0.1643 | 0.0505 | 0.1138 | 0.0301 | 0.036 | -0.0103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187468 | -77416 | -143654 | -417715 | -116102 | -341209 |
Profit Factor | 1.3448 | 1.2314 | 1.4404 | 1.0507 | 1.1649 | 0.9793 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 52.5 | 51.6667 | 53.3333 | 52.5 | 51.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2167 | 1.152 | 1.2604 | 0.9506 | 1.0897 | 0.8569 |
Largest Winning Trade | 91365 | 91365 | 56424 | 131409 | 131409 | 87951 |
Largest Losing Trade | -32822 | -29852 | -32822 | -150774 | -43919 | -150774 |
Avg Bars in Trades | 35 | 22 | 48 | 35 | 22 | 48 |
Avg Bars in Winners | 41 | 20 | 62 | 41 | 20 | 62 |
Avg Bars in Losers | 28 | 25 | 32 | 28 | 25 | 32 |
Bars Traded | 4260 | 1372 | 2888 | 4260 | 1372 | 2888 |
Profit Streak | 7.2378 | 7.2378 | 47.5711 | 7.2378 | 7.2378 | 47.5711 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340688 | -293855 | -207884 | -318224 | -352058 | -748537 |
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4444, "evaluation_days": 1481.33, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634486400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759124543612, "expiration_time": 1762943616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.45156 } }, "second_band": { "type": "hma", "factors": { "length": 105, "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": [ [ 243341.5255256461, 74759.5376918619, 168581.9878337844, 56199.9866549906, 70325.1005652554, -14125.1139102648 ], [ 243.341526, 74.759538, 168.581988, 56.199987, 70.325101, -14.125114 ], [ 0.164272, 0.050468, 0.113804, 0.03011, 0.035957, -0.010279 ], [ 10, 10, 10, 10, 10, 10 ], [ -187468, -77416, -143654, -417715, -116102, -341209 ], [ 1.344768, 1.231416, 1.440438, 1.05069, 1.164852, 0.979292 ], [ 120, 60, 60, 120, 60, 60 ], [ 63, 31, 32, 63, 31, 32 ], [ 57, 29, 28, 57, 29, 28 ], [ 52.5, 51.666667, 53.333333, 52.5, 51.666667, 53.333333 ], [ 1.216695, 1.15197, 1.260383, 0.950624, 1.0897, 0.856881 ], [ 91365, 91365, 56424, 131409, 131409, 87951 ], [ -32822, -29852, -32822, -150774, -43919, -150774 ], [ 35, 22, 48, 35, 22, 48 ], [ 41, 20, 62, 41, 20, 62 ], [ 28, 25, 32, 28, 25, 32 ], [ 4260, 1372, 2888, 4260, 1372, 2888 ], [ 7.237773, 7.237773, 47.571107, 7.237773, 7.237773, 47.571107 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340688, -293855, -207884, -318224, -352058, -748537 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4444, "evaluation_days": 1481.33, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634486400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759124543612, "expiration_time": 1762943616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 116, "offset": 0, "multiplier": 3.45156 } }, "second_band": { "type": "hma", "factors": { "length": 105, "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) |
---|