| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 315464.6905 | 92095.4429 | 223369.2475 | 297357.3202 | -35414.023 | 332771.3432 |
| Total P&L (%) | 315.4647 | 92.0954 | 223.3692 | 297.3573 | -35.414 | 332.7713 |
| Avg Daily Profit (%) | 0.2136 | 0.0624 | 0.1513 | 0.0935 | -0.0296 | 0.0993 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99447 | -90632 | -40972 | -536054 | -441091 | -187646 |
| Profit Factor | 1.6344 | 1.3034 | 2.1528 | 1.1752 | 0.9641 | 1.4681 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
| Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
| Profitability (%) | 58.3333 | 52.0833 | 64.5833 | 58.3333 | 52.0833 | 64.5833 |
| Ratio Avg Win / Avg Loss | 1.1674 | 1.1992 | 1.1806 | 0.8394 | 0.887 | 0.8051 |
| Largest Winning Trade | 103082 | 103082 | 60137 | 175191 | 155957 | 175191 |
| Largest Losing Trade | -36350 | -36350 | -33074 | -244444 | -244444 | -145557 |
| Avg Bars in Trades | 90 | 102 | 77 | 90 | 102 | 77 |
| Avg Bars in Winners | 97 | 104 | 91 | 97 | 104 | 91 |
| Avg Bars in Losers | 80 | 101 | 52 | 80 | 101 | 52 |
| Bars Traded | 8672 | 4940 | 3732 | 8672 | 4940 | 3732 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 398060 | -109186 | 438037 | -96315 | -580419 | -59033 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8860,
"evaluation_days": 1476.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633550400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758924411570,
"expiration_time": 1762542720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 168,
"offset": 0,
"a": 0.8713
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 133,
"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": [
[
315464.6904540763,
92095.4429400926,
223369.2475139837,
297357.3201913543,
-35414.0229808089,
332771.3431721631
],
[
315.46469,
92.095443,
223.369248,
297.35732,
-35.414023,
332.771343
],
[
0.213632,
0.062367,
0.151266,
0.093475,
-0.029601,
0.099262
],
[
10,
10,
10,
10,
10,
10
],
[
-99447,
-90632,
-40972,
-536054,
-441091,
-187646
],
[
1.634385,
1.30343,
2.152804,
1.175196,
0.9641,
1.468149
],
[
96,
48,
48,
96,
48,
48
],
[
56,
25,
31,
56,
25,
31
],
[
40,
23,
17,
40,
23,
17
],
[
58.333333,
52.083333,
64.583333,
58.333333,
52.083333,
64.583333
],
[
1.167418,
1.199155,
1.18057,
0.839426,
0.886972,
0.805114
],
[
103082,
103082,
60137,
175191,
155957,
175191
],
[
-36350,
-36350,
-33074,
-244444,
-244444,
-145557
],
[
90,
102,
77,
90,
102,
77
],
[
97,
104,
91,
97,
104,
91
],
[
80,
101,
52,
80,
101,
52
],
[
8672,
4940,
3732,
8672,
4940,
3732
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
398060,
-109186,
438037,
-96315,
-580419,
-59033
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8860,
"evaluation_days": 1476.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633550400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758924411570,
"expiration_time": 1762542720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 168,
"offset": 0,
"a": 0.8713
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 133,
"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) |
|---|