| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 175024.7918 | 66021.9824 | 109002.8094 | 185121.7561 | 102103.6331 | 83018.123 |
| Total P&L (%) | 175.0248 | 66.022 | 109.0028 | 185.1218 | 102.1036 | 83.0181 |
| Avg Daily Profit (%) | 0.3361 | 0.1268 | 0.2093 | 0.2014 | 0.1352 | 0.1161 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -60545 | -64222 | -41126 | -217810 | -64284 | -160157 |
| Profit Factor | 1.424 | 1.3198 | 1.5282 | 1.233 | 1.2973 | 1.1841 |
| Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
| Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
| Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Profitability (%) | 54.4218 | 53.4247 | 55.4054 | 54.4218 | 53.4247 | 55.4054 |
| Ratio Avg Win / Avg Loss | 1.1926 | 1.1506 | 1.23 | 1.0327 | 1.131 | 0.9531 |
| Largest Winning Trade | 33224 | 27682 | 33224 | 52416 | 52416 | 48164 |
| Largest Losing Trade | -36517 | -25806 | -36517 | -151231 | -47488 | -151231 |
| Avg Bars in Trades | 166 | 161 | 172 | 166 | 161 | 172 |
| Avg Bars in Winners | 151 | 143 | 157 | 151 | 143 | 157 |
| Avg Bars in Losers | 185 | 180 | 191 | 185 | 180 | 191 |
| Bars Traded | 24544 | 11754 | 12790 | 24544 | 11754 | 12790 |
| Profit Streak | 9.7116 | 27.0032 | 9.7116 | 9.7116 | 27.0032 | 9.7116 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 400515 | -94190 | -54204 | 317067 | -82833 | -121044 |
{
"trading_pair": "DYDX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714419000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758879278626,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 183,
"offset": 202
}
}
}
{
"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": [
[
175024.7918108416,
66021.9823831761,
109002.8094276653,
185121.7560783073,
102103.6331206598,
83018.1229576476
],
[
175.024792,
66.021982,
109.002809,
185.121756,
102.103633,
83.018123
],
[
0.33605,
0.126763,
0.209287,
0.201371,
0.135185,
0.116116
],
[
10,
10,
10,
10,
10,
10
],
[
-60545,
-64222,
-41126,
-217810,
-64284,
-160157
],
[
1.423985,
1.319793,
1.528225,
1.233041,
1.297287,
1.184107
],
[
147,
73,
74,
147,
73,
74
],
[
80,
39,
41,
80,
39,
41
],
[
67,
34,
33,
67,
34,
33
],
[
54.421769,
53.424658,
55.405405,
54.421769,
53.424658,
55.405405
],
[
1.192587,
1.150589,
1.230035,
1.032672,
1.130968,
0.953062
],
[
33224,
27682,
33224,
52416,
52416,
48164
],
[
-36517,
-25806,
-36517,
-151231,
-47488,
-151231
],
[
166,
161,
172,
166,
161,
172
],
[
151,
143,
157,
151,
143,
157
],
[
185,
180,
191,
185,
180,
191
],
[
24544,
11754,
12790,
24544,
11754,
12790
],
[
9.711558,
27.003225,
9.711558,
9.711558,
27.003225,
9.711558
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
400515,
-94190,
-54204,
317067,
-82833,
-121044
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714419000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758879278626,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 183,
"offset": 202
}
}
}
| # | 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) |
|---|