| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 284962.3809 | 45098.4612 | 239863.9197 | -125106.4507 | -172334.7159 | 47228.2652 |
| Total P&L (%) | 284.9624 | 45.0985 | 239.8639 | -125.1065 | -172.3347 | 47.2283 |
| Avg Daily Profit (%) | 0.1923 | 0.0304 | 0.1619 | 0 | 0 | 0.0261 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -173343 | -76187 | -149026 | -729793 | -245665 | -607513 |
| Profit Factor | 1.4551 | 1.1738 | 1.6542 | 0.906 | 0.656 | 1.0569 |
| Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
| Winning Trades | 143 | 67 | 76 | 88 | 44 | 44 |
| Losing Trades | 54 | 32 | 22 | 109 | 55 | 54 |
| Profitability (%) | 72.5888 | 67.6768 | 77.551 | 44.6701 | 44.4444 | 44.898 |
| Ratio Avg Win / Avg Loss | 0.5495 | 0.5606 | 0.4788 | 1.1222 | 0.8201 | 1.2971 |
| Largest Winning Trade | 26695 | 20664 | 26695 | 100304 | 54796 | 100304 |
| Largest Losing Trade | -102417 | -30182 | -102417 | -368144 | -109958 | -368144 |
| Avg Bars in Trades | 87 | 49 | 125 | 87 | 49 | 125 |
| Avg Bars in Winners | 47 | 28 | 64 | 93 | 49 | 138 |
| Avg Bars in Losers | 192 | 92 | 337 | 82 | 49 | 115 |
| Bars Traded | 17200 | 4865 | 12335 | 17200 | 4865 | 12335 |
| Profit Streak | 5.938 | 5.938 | 6.6047 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 433817 | -182009 | 428229 | -580152 | -583228 | -319802 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17784,
"evaluation_days": 1482,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632592800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759192246190,
"expiration_time": 1763800012800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 201,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
284962.3808697127,
45098.4611824029,
239863.9196873097,
-125106.4506574481,
-172334.715900204,
47228.2652427561
],
[
284.962381,
45.098461,
239.86392,
-125.106451,
-172.334716,
47.228265
],
[
0.192282,
0.030431,
0.161851,
0,
0,
0.026104
],
[
10,
10,
10,
10,
10,
10
],
[
-173343,
-76187,
-149026,
-729793,
-245665,
-607513
],
[
1.455136,
1.173825,
1.654193,
0.906017,
0.656044,
1.056893
],
[
197,
99,
98,
197,
99,
98
],
[
143,
67,
76,
88,
44,
44
],
[
54,
32,
22,
109,
55,
54
],
[
72.588832,
67.676768,
77.55102,
44.670051,
44.444444,
44.897959
],
[
0.549492,
0.560633,
0.478845,
1.122226,
0.820055,
1.297096
],
[
26695,
20664,
26695,
100304,
54796,
100304
],
[
-102417,
-30182,
-102417,
-368144,
-109958,
-368144
],
[
87,
49,
125,
87,
49,
125
],
[
47,
28,
64,
93,
49,
138
],
[
192,
92,
337,
82,
49,
115
],
[
17200,
4865,
12335,
17200,
4865,
12335
],
[
5.938034,
5.938035,
6.604701,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
433817,
-182009,
428229,
-580152,
-583228,
-319802
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17784,
"evaluation_days": 1482,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632592800000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759192246190,
"expiration_time": 1763800012800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 15,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 201,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|