Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85396.0777 | 5114.9664 | 80281.1113 | 41649.1149 | -1461.9699 | 43111.0848 |
Total P&L (%) | 85.3961 | 5.115 | 80.2811 | 41.6491 | -1.462 | 43.1111 |
Avg Daily Profit (%) | 0.164 | 0.0098 | 0.1541 | 0.0669 | -0.0028 | 0.0688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82934 | -78028 | -43838 | -63734 | -58590 | -46810 |
Profit Factor | 1.2116 | 1.0233 | 1.435 | 1.1257 | 0.9916 | 1.2753 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 51.3661 | 46.1538 | 56.5217 | 51.3661 | 46.1538 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.1471 | 1.1939 | 1.1039 | 1.0658 | 1.1569 | 0.981 |
Largest Winning Trade | 28397 | 28397 | 19271 | 15762 | 13924 | 15762 |
Largest Losing Trade | -26739 | -26739 | -24560 | -22348 | -22348 | -20724 |
Avg Bars in Trades | 132 | 135 | 129 | 132 | 135 | 129 |
Avg Bars in Winners | 103 | 115 | 93 | 103 | 115 | 93 |
Avg Bars in Losers | 164 | 152 | 177 | 164 | 152 | 177 |
Bars Traded | 24284 | 12331 | 11952 | 24284 | 12331 | 11952 |
Profit Streak | 9.7699 | 17.0199 | 9.7699 | 9.7699 | 17.0199 | 9.7699 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307046 | -542142 | 315746 | -186349 | -580916 | -104056 |
{ "trading_pair": "DYDX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714320000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758855522240, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 87, "offset": 243 } } }
{ "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": [ [ 85396.077654414, 5114.9663586272, 80281.1112957867, 41649.1148903291, -1461.9699374635, 43111.0848277926 ], [ 85.396078, 5.114966, 80.281111, 41.649115, -1.46197, 43.111085 ], [ 0.163962, 0.009821, 0.154141, 0.066874, -0.002828, 0.068847 ], [ 10, 10, 10, 10, 10, 10 ], [ -82934, -78028, -43838, -63734, -58590, -46810 ], [ 1.211562, 1.023345, 1.435019, 1.125656, 0.99164, 1.27532 ], [ 183, 91, 92, 183, 91, 92 ], [ 94, 42, 52, 94, 42, 52 ], [ 89, 49, 40, 89, 49, 40 ], [ 51.36612, 46.153846, 56.521739, 51.36612, 46.153846, 56.521739 ], [ 1.147117, 1.193903, 1.103861, 1.06578, 1.156913, 0.981015 ], [ 28397, 28397, 19271, 15762, 13924, 15762 ], [ -26739, -26739, -24560, -22348, -22348, -20724 ], [ 132, 135, 129, 132, 135, 129 ], [ 103, 115, 93, 103, 115, 93 ], [ 164, 152, 177, 164, 152, 177 ], [ 24284, 12331, 11952, 24284, 12331, 11952 ], [ 9.769933, 17.019933, 9.769933, 9.769933, 17.019933, 9.769933 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307046, -542142, 315746, -186349, -580916, -104056 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714320000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758855522240, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 87, "offset": 243 } } }
# | 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) |
---|