| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 232007.9614 | 134473.5812 | 97534.3802 | -154376.1531 | 74571.2281 | -228947.3812 |
| Total P&L (%) | 232.008 | 134.4736 | 97.5344 | -154.3762 | 74.5712 | -228.9474 |
| Avg Daily Profit (%) | 0.2227 | 0.1291 | 0.0936 | 0 | 0.0535 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117555 | -38092 | -111132 | -342588 | -57146 | -335452 |
| Profit Factor | 1.413 | 1.6924 | 1.2653 | 0.8175 | 1.3312 | 0.6312 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 107 | 52 | 55 | 86 | 42 | 44 |
| Losing Trades | 41 | 22 | 19 | 62 | 32 | 30 |
| Profitability (%) | 72.2973 | 70.2703 | 74.3243 | 58.1081 | 56.7568 | 59.4595 |
| Ratio Avg Win / Avg Loss | 0.5414 | 0.716 | 0.4371 | 0.5894 | 1.0142 | 0.4304 |
| Largest Winning Trade | 35610 | 28025 | 35610 | 26461 | 26027 | 26461 |
| Largest Losing Trade | -107631 | -24145 | -107631 | -198356 | -44144 | -198356 |
| Avg Bars in Trades | 165 | 99 | 231 | 165 | 99 | 231 |
| Avg Bars in Winners | 123 | 83 | 160 | 155 | 96 | 211 |
| Avg Bars in Losers | 276 | 139 | 434 | 180 | 104 | 260 |
| Bars Traded | 24503 | 7396 | 17106 | 24503 | 7396 | 17106 |
| Profit Streak | 8.4573 | 20.1239 | 0 | 0 | 0 | 29.4156 |
| Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 391547 | -81241 | -130778 | -579335 | -184497 | -643191 |
{
"trading_pair": "DYDX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669590000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758862708967,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 68,
"offset": 0,
"std": 1.31678
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 240,
"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": [
[
232007.9613868648,
134473.5811796846,
97534.3802071801,
-154376.1531429204,
74571.2280867517,
-228947.3812296719
],
[
232.007961,
134.473581,
97.53438,
-154.376153,
74.571228,
-228.947381
],
[
0.222738,
0.1291,
0.093637,
0,
0.053504,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-117555,
-38092,
-111132,
-342588,
-57146,
-335452
],
[
1.412959,
1.692392,
1.265325,
0.817516,
1.331194,
0.631212
],
[
148,
74,
74,
148,
74,
74
],
[
107,
52,
55,
86,
42,
44
],
[
41,
22,
19,
62,
32,
30
],
[
72.297297,
70.27027,
74.324324,
58.108108,
56.756757,
59.459459
],
[
0.541414,
0.716012,
0.437112,
0.589372,
1.014243,
0.430372
],
[
35610,
28025,
35610,
26461,
26027,
26461
],
[
-107631,
-24145,
-107631,
-198356,
-44144,
-198356
],
[
165,
99,
231,
165,
99,
231
],
[
123,
83,
160,
155,
96,
211
],
[
276,
139,
434,
180,
104,
260
],
[
24503,
7396,
17106,
24503,
7396,
17106
],
[
8.45728,
20.123946,
0,
0,
0,
29.415613
],
[
1,
1,
0,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391547,
-81241,
-130778,
-579335,
-184497,
-643191
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669590000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758862708967,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 68,
"offset": 0,
"std": 1.31678
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 240,
"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) |
|---|