| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 224703.3324 | 61290.1198 | 163413.2126 | 147177.8903 | -31864.7641 | 179042.6544 |
| Total P&L (%) | 224.7033 | 61.2901 | 163.4132 | 147.1779 | -31.8648 | 179.0427 |
| Avg Daily Profit (%) | 0.1505 | 0.0411 | 0.1095 | 0.0606 | -0.0257 | 0.0688 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -66583 | -66583 | -29569 | -178362 | -194587 | -62604 |
| Profit Factor | 1.7664 | 1.283 | 3.1317 | 1.2722 | 0.9212 | 2.3126 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
| Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
| Profitability (%) | 87.1287 | 86 | 88.2353 | 87.1287 | 86 | 88.2353 |
| Ratio Avg Win / Avg Loss | 0.2609 | 0.2089 | 0.4176 | 0.1879 | 0.15 | 0.3084 |
| Largest Winning Trade | 31922 | 31922 | 26092 | 33477 | 32560 | 33477 |
| Largest Losing Trade | -66583 | -66583 | -29569 | -178362 | -178362 | -62604 |
| Avg Bars in Trades | 25 | 31 | 19 | 25 | 31 | 19 |
| Avg Bars in Winners | 10 | 8 | 11 | 10 | 8 | 11 |
| Avg Bars in Losers | 129 | 177 | 73 | 129 | 177 | 73 |
| Bars Traded | 2574 | 1599 | 975 | 2574 | 1599 | 975 |
| Profit Streak | 18.5078 | 92.5078 | 18.5078 | 18.5078 | 92.5078 | 18.5078 |
| Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 534302 | -314393 | -217227 | -106646 | -754833 | -273069 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2986,
"evaluation_days": 1493,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1641643200000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760141472842,
"expiration_time": 1763967456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 244,
"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": [
[
224703.3324021114,
61290.1198364052,
163413.2125657061,
147177.8903327676,
-31864.7641080344,
179042.654440802
],
[
224.703332,
61.29012,
163.413213,
147.17789,
-31.864764,
179.042654
],
[
0.150505,
0.041052,
0.109453,
0.06063,
-0.025695,
0.068757
],
[
10,
10,
10,
10,
10,
10
],
[
-66583,
-66583,
-29569,
-178362,
-194587,
-62604
],
[
1.766369,
1.283036,
3.131674,
1.272205,
0.921183,
2.312624
],
[
101,
50,
51,
101,
50,
51
],
[
88,
43,
45,
88,
43,
45
],
[
13,
7,
6,
13,
7,
6
],
[
87.128713,
86,
88.235294,
87.128713,
86,
88.235294
],
[
0.260941,
0.208866,
0.417557,
0.187939,
0.14996,
0.30835
],
[
31922,
31922,
26092,
33477,
32560,
33477
],
[
-66583,
-66583,
-29569,
-178362,
-178362,
-62604
],
[
25,
31,
19,
25,
31,
19
],
[
10,
8,
11,
10,
8,
11
],
[
129,
177,
73,
129,
177,
73
],
[
2574,
1599,
975,
2574,
1599,
975
],
[
18.507787,
92.507787,
18.507787,
18.507787,
92.507788,
18.507787
],
[
8,
7,
4,
8,
7,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
534302,
-314393,
-217227,
-106646,
-754833,
-273069
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2986,
"evaluation_days": 1493,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1641643200000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760141472842,
"expiration_time": 1763967456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 244,
"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) |
|---|