| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501712.4863 | 192140.2535 | 309572.2328 | 1821074.202 | 468223.0296 | 1352851.1724 |
| Total P&L (%) | 501.7125 | 192.1403 | 309.5722 | 1821.0742 | 468.223 | 1352.8512 |
| Avg Daily Profit (%) | 0.3373 | 0.1292 | 0.2081 | 0.1989 | 0.1169 | 0.1801 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117551 | -140377 | -54835 | -1103062 | -1390075 | -615476 |
| Profit Factor | 1.405 | 1.2761 | 1.5705 | 1.1901 | 1.0953 | 1.2899 |
| Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
| Winning Trades | 247 | 114 | 133 | 247 | 114 | 133 |
| Losing Trades | 213 | 116 | 97 | 213 | 116 | 97 |
| Profitability (%) | 53.6957 | 49.5652 | 57.8261 | 53.6957 | 49.5652 | 57.8261 |
| Ratio Avg Win / Avg Loss | 1.2116 | 1.2984 | 1.1454 | 1.0263 | 1.1145 | 0.9408 |
| Largest Winning Trade | 80111 | 80111 | 28893 | 275874 | 275874 | 219873 |
| Largest Losing Trade | -28507 | -26493 | -28507 | -334091 | -334091 | -293926 |
| Avg Bars in Trades | 19 | 23 | 14 | 19 | 23 | 14 |
| Avg Bars in Winners | 16 | 20 | 13 | 16 | 20 | 13 |
| Avg Bars in Losers | 21 | 27 | 15 | 21 | 27 | 15 |
| Bars Traded | 8870 | 5499 | 3371 | 8870 | 5499 | 3371 |
| Profit Streak | 4.1658 | 5.3324 | 0 | 4.1658 | 5.3324 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 469157 | -19175 | 409241 | -286 | -151211 | 293880 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8925,
"evaluation_days": 1487.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1631736000000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759665523386,
"expiration_time": 1763506800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 234,
"offset": 0,
"std": 3.25412
}
}
} {
"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": [
[
501712.4863109402,
192140.2535088183,
309572.232802122,
1821074.2020143683,
468223.0296314808,
1352851.172382886
],
[
501.712486,
192.140254,
309.572233,
1821.074202,
468.22303,
1352.851172
],
[
0.337286,
0.12917,
0.208116,
0.198885,
0.116864,
0.180069
],
[
10,
10,
10,
10,
10,
10
],
[
-117551,
-140377,
-54835,
-1103062,
-1390075,
-615476
],
[
1.405046,
1.27605,
1.570512,
1.190107,
1.095306,
1.289916
],
[
460,
230,
230,
460,
230,
230
],
[
247,
114,
133,
247,
114,
133
],
[
213,
116,
97,
213,
116,
97
],
[
53.695652,
49.565217,
57.826087,
53.695652,
49.565217,
57.826087
],
[
1.211639,
1.298437,
1.145411,
1.026286,
1.114521,
0.940765
],
[
80111,
80111,
28893,
275874,
275874,
219873
],
[
-28507,
-26493,
-28507,
-334091,
-334091,
-293926
],
[
19,
23,
14,
19,
23,
14
],
[
16,
20,
13,
16,
20,
13
],
[
21,
27,
15,
21,
27,
15
],
[
8870,
5499,
3371,
8870,
5499,
3371
],
[
4.16578,
5.332446,
0,
4.16578,
5.332447,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
469157,
-19175,
409241,
-286,
-151211,
293880
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8925,
"evaluation_days": 1487.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1631736000000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759665523386,
"expiration_time": 1763506800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 234,
"offset": 0,
"std": 3.25412
}
}
}
| # | 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) |
|---|