Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334767.7547 | 125795.606 | 208972.1487 | 21791.0819 | 435128.984 | -413337.9021 |
Total P&L (%) | 334.7678 | 125.7956 | 208.9721 | 21.7911 | 435.129 | -413.3379 |
Avg Daily Profit (%) | 0.2252 | 0.0846 | 0.1406 | 0.0133 | 0.1129 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180434 | -141106 | -93152 | -3688012 | -2389113 | -1835507 |
Profit Factor | 1.3459 | 1.2265 | 1.5067 | 1.002 | 1.0847 | 0.9256 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 59.5142 | 55.6452 | 63.4146 | 59.5142 | 55.6452 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.9156 | 0.9776 | 0.8692 | 0.6817 | 0.8646 | 0.534 |
Largest Winning Trade | 84460 | 84460 | 33619 | 428604 | 428604 | 240679 |
Largest Losing Trade | -86639 | -31357 | -86639 | -1504489 | -842993 | -1504489 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 9 | 10 | 8 | 9 | 10 | 8 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 2942 | 1551 | 1391 | 2942 | 1551 | 1391 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336150 | -81220 | -3896 | -397965 | -170495 | -578988 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2973, "evaluation_days": 1486.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632139200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558132698, "expiration_time": 1763389008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 334767.754720251, 125795.6059958889, 208972.1487243623, 21791.0818986373, 435128.9839710256, -413337.9020723883 ], [ 334.767755, 125.795606, 208.972149, 21.791082, 435.128984, -413.337902 ], [ 0.225205, 0.084625, 0.14058, 0.013263, 0.112902, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -180434, -141106, -93152, -3688012, -2389113, -1835507 ], [ 1.345878, 1.226473, 1.506693, 1.002038, 1.084713, 0.925585 ], [ 247, 124, 123, 247, 124, 123 ], [ 147, 69, 78, 147, 69, 78 ], [ 100, 55, 45, 100, 55, 45 ], [ 59.51417, 55.645161, 63.414634, 59.51417, 55.645161, 63.414634 ], [ 0.915563, 0.977623, 0.869246, 0.681659, 0.864626, 0.533991 ], [ 84460, 84460, 33619, 428604, 428604, 240679 ], [ -86639, -31357, -86639, -1504489, -842993, -1504489 ], [ 11, 12, 11, 11, 12, 11 ], [ 9, 10, 8, 9, 10, 8 ], [ 15, 14, 16, 15, 14, 16 ], [ 2942, 1551, 1391, 2942, 1551, 1391 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336150, -81220, -3896, -397965, -170495, -578988 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2973, "evaluation_days": 1486.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632139200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558132698, "expiration_time": 1763389008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|