Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248846.644 | 27842.1076 | 221004.5364 | 277106.2346 | 59694.3018 | 217411.9329 |
Total P&L (%) | 248.8466 | 27.8421 | 221.0045 | 277.1062 | 59.6943 | 217.4119 |
Avg Daily Profit (%) | 0.1675 | 0.0187 | 0.1488 | 0.0894 | 0.0315 | 0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107625 | -9796 | -111996 | -347995 | -22628 | -347669 |
Profit Factor | 2.1658 | 1.8975 | 2.2114 | 1.5222 | 2.0394 | 1.4594 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 17 | 12 | 5 | 17 | 12 | 5 |
Profitability (%) | 73.0159 | 62.5 | 83.871 | 73.0159 | 62.5 | 83.871 |
Ratio Avg Win / Avg Loss | 0.8004 | 1.1385 | 0.4253 | 0.5625 | 1.2237 | 0.2807 |
Largest Winning Trade | 76553 | 6038 | 76553 | 119384 | 20739 | 119384 |
Largest Losing Trade | -63870 | -6497 | -63870 | -180897 | -14774 | -180897 |
Avg Bars in Trades | 79 | 3 | 158 | 79 | 3 | 158 |
Avg Bars in Winners | 70 | 2 | 122 | 70 | 2 | 122 |
Avg Bars in Losers | 106 | 5 | 348 | 106 | 5 | 348 |
Bars Traded | 5033 | 114 | 4919 | 5033 | 114 | 4919 |
Profit Streak | 212.1319 | 212.1319 | 638.6319 | 212.1319 | 212.1319 | 638.6319 |
Trades During Streak | 4 | 2 | 17 | 4 | 2 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137946 | -165782 | 459774 | -220451 | -145859 | -83938 |
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5941, "evaluation_days": 1485.25, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633478400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759460993587, "expiration_time": 1763299368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 109, "offset": 0, "std": 2.54634 } } }
{ "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": [ [ 248846.6440306396, 27842.1076141514, 221004.5364164881, 277106.234643219, 59694.3017694359, 217411.932873783 ], [ 248.846644, 27.842108, 221.004536, 277.106235, 59.694302, 217.411933 ], [ 0.167545, 0.018746, 0.1488, 0.089409, 0.031521, 0.077797 ], [ 10, 10, 10, 10, 10, 10 ], [ -107625, -9796, -111996, -347995, -22628, -347669 ], [ 2.165799, 1.897543, 2.211412, 1.522192, 2.039447, 1.459421 ], [ 63, 32, 31, 63, 32, 31 ], [ 46, 20, 26, 46, 20, 26 ], [ 17, 12, 5, 17, 12, 5 ], [ 73.015873, 62.5, 83.870968, 73.015873, 62.5, 83.870968 ], [ 0.800404, 1.138526, 0.425272, 0.562549, 1.223668, 0.280658 ], [ 76553, 6038, 76553, 119384, 20739, 119384 ], [ -63870, -6497, -63870, -180897, -14774, -180897 ], [ 79, 3, 158, 79, 3, 158 ], [ 70, 2, 122, 70, 2, 122 ], [ 106, 5, 348, 106, 5, 348 ], [ 5033, 114, 4919, 5033, 114, 4919 ], [ 212.13187, 212.13187, 638.63187, 212.13187, 212.13187, 638.63187 ], [ 4, 2, 17, 4, 2, 17 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -137946, -165782, 459774, -220451, -145859, -83938 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5941, "evaluation_days": 1485.25, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633478400000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759460993587, "expiration_time": 1763299368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 109, "offset": 0, "std": 2.54634 } } }
# | 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) |
---|