Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258874.4399 | 115831.9557 | 143042.4842 | 458384.1888 | 65937.73 | 392446.4588 |
Total P&L (%) | 258.8744 | 115.832 | 143.0425 | 458.3842 | 65.9377 | 392.4465 |
Avg Daily Profit (%) | 0.1733 | 0.0775 | 0.0957 | 0.1152 | 0.0339 | 0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61068 | -61321 | -27530 | -301320 | -392431 | -103062 |
Profit Factor | 2.3881 | 1.8223 | 4.1344 | 1.5949 | 1.1068 | 3.5618 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 10 | 6 | 4 | 10 | 6 | 4 |
Profitability (%) | 88.2353 | 85.7143 | 90.6977 | 88.2353 | 85.7143 | 90.6977 |
Ratio Avg Win / Avg Loss | 0.3184 | 0.3037 | 0.424 | 0.2127 | 0.1845 | 0.3653 |
Largest Winning Trade | 33630 | 33630 | 25100 | 54343 | 54343 | 49432 |
Largest Losing Trade | -61068 | -61068 | -27530 | -301320 | -301320 | -103062 |
Avg Bars in Trades | 24 | 37 | 12 | 24 | 37 | 12 |
Avg Bars in Winners | 8 | 9 | 7 | 8 | 9 | 7 |
Avg Bars in Losers | 145 | 203 | 58 | 145 | 203 | 58 |
Bars Traded | 2091 | 1556 | 535 | 2091 | 1556 | 535 |
Profit Streak | 85.9595 | 85.9595 | 290.4595 | 85.9595 | 85.9595 | 290.4595 |
Trades During Streak | 19 | 9 | 12 | 19 | 9 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 590633 | -82645 | -53975 | -31764 | -246457 | -39702 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2988, "evaluation_days": 1494, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1641643200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760223704946, "expiration_time": 1764056448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 244, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 258874.4399015717, 115831.955744917, 143042.4841566549, 458384.1887551807, 65937.7299565392, 392446.4587986415 ], [ 258.87444, 115.831956, 143.042484, 458.384189, 65.93773, 392.446459 ], [ 0.173276, 0.077531, 0.095745, 0.115185, 0.033904, 0.106765 ], [ 10, 10, 10, 10, 10, 10 ], [ -61068, -61321, -27530, -301320, -392431, -103062 ], [ 2.388106, 1.822327, 4.134422, 1.594935, 1.106819, 3.561793 ], [ 85, 42, 43, 85, 42, 43 ], [ 75, 36, 39, 75, 36, 39 ], [ 10, 6, 4, 10, 6, 4 ], [ 88.235294, 85.714286, 90.697674, 88.235294, 85.714286, 90.697674 ], [ 0.318414, 0.303721, 0.424043, 0.212658, 0.18447, 0.365312 ], [ 33630, 33630, 25100, 54343, 54343, 49432 ], [ -61068, -61068, -27530, -301320, -301320, -103062 ], [ 24, 37, 12, 24, 37, 12 ], [ 8, 9, 7, 8, 9, 7 ], [ 145, 203, 58, 145, 203, 58 ], [ 2091, 1556, 535, 2091, 1556, 535 ], [ 85.959548, 85.959548, 290.459548, 85.959548, 85.959548, 290.459548 ], [ 19, 9, 12, 19, 9, 12 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 590633, -82645, -53975, -31764, -246457, -39702 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2988, "evaluation_days": 1494, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1641643200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760223704946, "expiration_time": 1764056448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 244, "offset": 0, "scalar": 1 } } }
# | 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) |
---|