Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256715.1927 | 85420.5202 | 171294.6725 | 213638.5266 | -58451.7264 | 272090.253 |
Total P&L (%) | 256.7152 | 85.4205 | 171.2947 | 213.6385 | -58.4517 | 272.0903 |
Avg Daily Profit (%) | 0.1725 | 0.0574 | 0.1151 | 0.0768 | -0.059 | 0.0883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66694 | -71763 | -23132 | -384305 | -404334 | -58668 |
Profit Factor | 1.7767 | 1.345 | 3.0654 | 1.2455 | 0.9145 | 2.4577 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 65.0602 | 63.4146 | 66.6667 | 65.0602 | 63.4146 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9541 | 0.776 | 1.5327 | 0.6689 | 0.5276 | 1.2288 |
Largest Winning Trade | 74241 | 74241 | 29403 | 84238 | 84238 | 82493 |
Largest Losing Trade | -66694 | -66694 | -19954 | -355189 | -355189 | -58668 |
Avg Bars in Trades | 30 | 38 | 23 | 30 | 38 | 23 |
Avg Bars in Winners | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Losers | 49 | 66 | 31 | 49 | 66 | 31 |
Bars Traded | 2557 | 1574 | 983 | 2557 | 1574 | 983 |
Profit Streak | 16.8729 | 0 | 18.3729 | 16.8729 | 0 | 18.3729 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342064 | -115798 | -30416 | -90732 | -579003 | -68398 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2976, "evaluation_days": 1488, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1639699200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759697817656, "expiration_time": 1763522496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 199, "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": [ [ 256715.1927082295, 85420.5202453258, 171294.6724629037, 213638.5265639642, -58451.7263927021, 272090.2529566663 ], [ 256.715193, 85.42052, 171.294672, 213.638527, -58.451726, 272.090253 ], [ 0.172524, 0.057406, 0.115117, 0.076849, -0.059009, 0.088343 ], [ 10, 10, 10, 10, 10, 10 ], [ -66694, -71763, -23132, -384305, -404334, -58668 ], [ 1.776677, 1.345001, 3.065394, 1.245458, 0.914508, 2.457681 ], [ 83, 41, 42, 83, 41, 42 ], [ 54, 26, 28, 54, 26, 28 ], [ 29, 15, 14, 29, 15, 14 ], [ 65.060241, 63.414634, 66.666667, 65.060241, 63.414634, 66.666667 ], [ 0.954141, 0.775962, 1.532697, 0.668857, 0.527601, 1.228841 ], [ 74241, 74241, 29403, 84238, 84238, 82493 ], [ -66694, -66694, -19954, -355189, -355189, -58668 ], [ 30, 38, 23, 30, 38, 23 ], [ 20, 22, 19, 20, 22, 19 ], [ 49, 66, 31, 49, 66, 31 ], [ 2557, 1574, 983, 2557, 1574, 983 ], [ 16.872889, 0, 18.372889, 16.872889, 0, 18.37289 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342064, -115798, -30416, -90732, -579003, -68398 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2976, "evaluation_days": 1488, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1639699200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759697817656, "expiration_time": 1763522496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 199, "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) |
---|