Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391376.1119 | 182605.5694 | 208770.5425 | 425183.8017 | -40990.5459 | 466174.3476 |
Total P&L (%) | 391.3761 | 182.6056 | 208.7705 | 425.1838 | -40.9905 | 466.1743 |
Avg Daily Profit (%) | 0.2636 | 0.123 | 0.1406 | 0.1118 | -0.0355 | 0.1168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163194 | -78335 | -91177 | -990184 | -711577 | -351717 |
Profit Factor | 1.811 | 1.6341 | 2.073 | 1.1866 | 0.9702 | 1.5163 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 58.8235 | 54.7619 | 62.7907 | 58.8235 | 54.7619 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.2677 | 1.3499 | 1.2284 | 0.8306 | 0.8015 | 0.8986 |
Largest Winning Trade | 113905 | 113905 | 47260 | 306701 | 183081 | 306701 |
Largest Losing Trade | -61725 | -61725 | -50964 | -333646 | -333646 | -227667 |
Avg Bars in Trades | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Winners | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Losers | 28 | 35 | 20 | 28 | 35 | 20 |
Bars Traded | 2713 | 1534 | 1179 | 2713 | 1534 | 1179 |
Profit Streak | 81.4943 | 113.9943 | 81.4943 | 81.4943 | 113.9943 | 81.4943 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461592 | -25248 | 587 | -58365 | -579159 | -34765 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2970, "evaluation_days": 1485, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1641038400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759449111510, "expiration_time": 1763255520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 49, "offset": 106 } } }
{ "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": [ [ 391376.1118849502, 182605.5693611578, 208770.5425237924, 425183.8016850312, -40990.5458975687, 466174.3475825996 ], [ 391.376112, 182.605569, 208.770543, 425.183802, -40.990546, 466.174348 ], [ 0.263553, 0.122967, 0.140586, 0.111751, -0.035514, 0.116818 ], [ 10, 10, 10, 10, 10, 10 ], [ -163194, -78335, -91177, -990184, -711577, -351717 ], [ 1.811047, 1.634075, 2.072988, 1.186636, 0.970194, 1.51631 ], [ 85, 42, 43, 85, 42, 43 ], [ 50, 23, 27, 50, 23, 27 ], [ 35, 19, 16, 35, 19, 16 ], [ 58.823529, 54.761905, 62.790698, 58.823529, 54.761905, 62.790698 ], [ 1.267733, 1.349888, 1.228437, 0.830645, 0.801465, 0.898554 ], [ 113905, 113905, 47260, 306701, 183081, 306701 ], [ -61725, -61725, -50964, -333646, -333646, -227667 ], [ 31, 36, 27, 31, 36, 27 ], [ 34, 37, 31, 34, 37, 31 ], [ 28, 35, 20, 28, 35, 20 ], [ 2713, 1534, 1179, 2713, 1534, 1179 ], [ 81.494346, 113.994346, 81.494346, 81.494346, 113.994346, 81.494346 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461592, -25248, 587, -58365, -579159, -34765 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2970, "evaluation_days": 1485, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1641038400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759449111510, "expiration_time": 1763255520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 49, "offset": 106 } } }
# | 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) |
---|