| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 352809.7536 | 93937.8282 | 258871.9254 | 484496.2825 | 179299.794 | 305196.4885 |
| Total P&L (%) | 352.8098 | 93.9378 | 258.8719 | 484.4963 | 179.2998 | 305.1965 |
| Avg Daily Profit (%) | 0.2374 | 0.0632 | 0.1742 | 0.1189 | 0.0691 | 0.0942 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74829 | -46299 | -95436 | -612070 | -263847 | -688957 |
| Profit Factor | 1.5372 | 1.4209 | 1.597 | 1.1458 | 1.1614 | 1.138 |
| Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
| Winning Trades | 121 | 64 | 57 | 121 | 64 | 57 |
| Losing Trades | 80 | 37 | 43 | 80 | 37 | 43 |
| Profitability (%) | 60.199 | 63.3663 | 57 | 60.199 | 63.3663 | 57 |
| Ratio Avg Win / Avg Loss | 1.0163 | 0.8215 | 1.2048 | 0.7576 | 0.6714 | 0.8585 |
| Largest Winning Trade | 35403 | 31051 | 35403 | 172597 | 163540 | 172597 |
| Largest Losing Trade | -67178 | -24927 | -67178 | -524697 | -156503 | -524697 |
| Avg Bars in Trades | 85 | 32 | 138 | 85 | 32 | 138 |
| Avg Bars in Winners | 57 | 25 | 93 | 57 | 25 | 93 |
| Avg Bars in Losers | 127 | 46 | 197 | 127 | 46 | 197 |
| Bars Traded | 17170 | 3307 | 13862 | 17170 | 3307 | 13862 |
| Profit Streak | 10.2567 | 10.2567 | 10.3401 | 10.2567 | 10.2567 | 10.3401 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 466154 | -107282 | 380685 | -92683 | -143190 | -136401 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17837,
"evaluation_days": 1486.42,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632765600000,
"last_datapoint_time": 1759572000000,
"evaluation_time": 1759579782704,
"expiration_time": 1764195350400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 78,
"offset": 0,
"multiplier": 3.14897
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
352809.7535850622,
93937.8281876522,
258871.9253974099,
484496.2824881901,
179299.793958351,
305196.4885298389
],
[
352.809754,
93.937828,
258.871925,
484.496282,
179.299794,
305.196489
],
[
0.237355,
0.063197,
0.174158,
0.118851,
0.069124,
0.094177
],
[
10,
10,
10,
10,
10,
10
],
[
-74829,
-46299,
-95436,
-612070,
-263847,
-688957
],
[
1.537181,
1.420888,
1.597042,
1.145794,
1.161399,
1.137958
],
[
201,
101,
100,
201,
101,
100
],
[
121,
64,
57,
121,
64,
57
],
[
80,
37,
43,
80,
37,
43
],
[
60.199005,
63.366337,
57,
60.199005,
63.366337,
57
],
[
1.016318,
0.821451,
1.204786,
0.75755,
0.671434,
0.85846
],
[
35403,
31051,
35403,
172597,
163540,
172597
],
[
-67178,
-24927,
-67178,
-524697,
-156503,
-524697
],
[
85,
32,
138,
85,
32,
138
],
[
57,
25,
93,
57,
25,
93
],
[
127,
46,
197,
127,
46,
197
],
[
17170,
3307,
13862,
17170,
3307,
13862
],
[
10.256744,
10.256744,
10.340078,
10.256744,
10.256744,
10.340078
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
466154,
-107282,
380685,
-92683,
-143190,
-136401
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17837,
"evaluation_days": 1486.42,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632765600000,
"last_datapoint_time": 1759572000000,
"evaluation_time": 1759579782704,
"expiration_time": 1764195350400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 78,
"offset": 0,
"multiplier": 3.14897
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 225,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|