| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 306964.2201 | 177657.7201 | 129306.5001 | 364445.7642 | 280004.5049 | 84441.2593 |
| Total P&L (%) | 306.9642 | 177.6577 | 129.3065 | 364.4458 | 280.0045 | 84.4413 |
| Avg Daily Profit (%) | 0.2947 | 0.1706 | 0.1241 | 0.1475 | 0.1282 | 0.0588 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83599 | -97461 | -63879 | -141585 | -101929 | -135223 |
| Profit Factor | 1.3141 | 1.3936 | 1.2458 | 1.2647 | 1.4956 | 1.104 |
| Total Trades | 415 | 207 | 208 | 415 | 207 | 208 |
| Winning Trades | 246 | 129 | 117 | 246 | 129 | 117 |
| Losing Trades | 169 | 78 | 91 | 169 | 78 | 91 |
| Profitability (%) | 59.2771 | 62.3188 | 56.25 | 59.2771 | 62.3188 | 56.25 |
| Ratio Avg Win / Avg Loss | 0.9028 | 0.8426 | 0.969 | 0.8689 | 0.9043 | 0.8587 |
| Largest Winning Trade | 30929 | 30929 | 23321 | 48390 | 44535 | 48390 |
| Largest Losing Trade | -43658 | -32396 | -43658 | -68744 | -35444 | -68744 |
| Avg Bars in Trades | 59 | 56 | 62 | 59 | 56 | 62 |
| Avg Bars in Winners | 52 | 48 | 57 | 52 | 48 | 57 |
| Avg Bars in Losers | 69 | 68 | 69 | 69 | 68 | 69 |
| Bars Traded | 24655 | 11618 | 13037 | 24655 | 11618 | 13037 |
| Profit Streak | 18.8924 | 20.2674 | 18.8924 | 18.8924 | 20.2674 | 18.8924 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 409348 | 343630 | -27304 | 235559 | -19016 | -220280 |
{
"trading_pair": "DYDX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669456800000,
"first_datapoint_time": 1670119200000,
"last_datapoint_time": 1759456800000,
"evaluation_time": 1759458302127,
"expiration_time": 1765936800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 175,
"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": [
[
306964.2201479208,
177657.7200641977,
129306.5000837229,
364445.7642145187,
280004.5049445677,
84441.2592699513
],
[
306.96422,
177.65772,
129.3065,
364.445764,
280.004505,
84.441259
],
[
0.294685,
0.170551,
0.124134,
0.147533,
0.128243,
0.058785
],
[
10,
10,
10,
10,
10,
10
],
[
-83599,
-97461,
-63879,
-141585,
-101929,
-135223
],
[
1.314067,
1.393572,
1.245836,
1.264729,
1.495584,
1.104033
],
[
415,
207,
208,
415,
207,
208
],
[
246,
129,
117,
246,
129,
117
],
[
169,
78,
91,
169,
78,
91
],
[
59.277108,
62.318841,
56.25,
59.277108,
62.318841,
56.25
],
[
0.902753,
0.842625,
0.968983,
0.868858,
0.904307,
0.858692
],
[
30929,
30929,
23321,
48390,
44535,
48390
],
[
-43658,
-32396,
-43658,
-68744,
-35444,
-68744
],
[
59,
56,
62,
59,
56,
62
],
[
52,
48,
57,
52,
48,
57
],
[
69,
68,
69,
69,
68,
69
],
[
24655,
11618,
13037,
24655,
11618,
13037
],
[
18.892385,
20.267386,
18.892385,
18.892386,
20.267386,
18.892386
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
409348,
343630,
-27304,
235559,
-19016,
-220280
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669456800000,
"first_datapoint_time": 1670119200000,
"last_datapoint_time": 1759456800000,
"evaluation_time": 1759458302127,
"expiration_time": 1765936800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 185,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 175,
"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) |
|---|