| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267330.9026 | 108126.5225 | 159204.3801 | -163709.9468 | -36442.2325 | -127267.7143 |
| Total P&L (%) | 267.3309 | 108.1265 | 159.2044 | -163.7099 | -36.4422 | -127.2677 |
| Avg Daily Profit (%) | 0.1799 | 0.0728 | 0.1071 | 0 | -0.0305 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131097 | -52176 | -129396 | -427443 | -153346 | -338869 |
| Profit Factor | 1.5039 | 1.4059 | 1.6027 | 0.7525 | 0.8668 | 0.6721 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 55 | 25 | 30 | 44 | 22 | 22 |
| Losing Trades | 36 | 21 | 15 | 47 | 24 | 23 |
| Profitability (%) | 60.4396 | 54.3478 | 66.6667 | 48.3516 | 47.8261 | 48.8889 |
| Ratio Avg Win / Avg Loss | 0.9844 | 1.1809 | 0.8014 | 0.8039 | 0.9456 | 0.7026 |
| Largest Winning Trade | 61164 | 61164 | 49808 | 105510 | 105510 | 55326 |
| Largest Losing Trade | -107399 | -43797 | -107399 | -296619 | -129382 | -296619 |
| Avg Bars in Trades | 60 | 40 | 80 | 60 | 40 | 80 |
| Avg Bars in Winners | 56 | 19 | 87 | 70 | 50 | 90 |
| Avg Bars in Losers | 66 | 66 | 67 | 50 | 31 | 70 |
| Bars Traded | 5502 | 1874 | 3628 | 5502 | 1874 | 3628 |
| Profit Streak | 0 | 0 | 78.1643 | 44.9143 | 51.6643 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313506 | -94420 | -46512 | -580620 | -580986 | -581144 |
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5944,
"evaluation_days": 1486,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636351200000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759528598256,
"expiration_time": 1763366112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 242,
"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": [
[
267330.9025643111,
108126.5225002244,
159204.3800640865,
-163709.946795918,
-36442.232460715,
-127267.7143352029
],
[
267.330903,
108.126523,
159.20438,
-163.709947,
-36.442232,
-127.267714
],
[
0.1799,
0.072763,
0.107136,
0,
-0.030495,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-131097,
-52176,
-129396,
-427443,
-153346,
-338869
],
[
1.503886,
1.405883,
1.602727,
0.752549,
0.86676,
0.672055
],
[
91,
46,
45,
91,
46,
45
],
[
55,
25,
30,
44,
22,
22
],
[
36,
21,
15,
47,
24,
23
],
[
60.43956,
54.347826,
66.666667,
48.351648,
47.826087,
48.888889
],
[
0.984362,
1.180942,
0.801364,
0.803859,
0.945556,
0.702603
],
[
61164,
61164,
49808,
105510,
105510,
55326
],
[
-107399,
-43797,
-107399,
-296619,
-129382,
-296619
],
[
60,
40,
80,
60,
40,
80
],
[
56,
19,
87,
70,
50,
90
],
[
66,
66,
67,
50,
31,
70
],
[
5502,
1874,
3628,
5502,
1874,
3628
],
[
0,
0,
78.164332,
44.914332,
51.664332,
0
],
[
0,
0,
2,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313506,
-94420,
-46512,
-580620,
-580986,
-581144
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5944,
"evaluation_days": 1486,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636351200000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759528598256,
"expiration_time": 1763366112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 150,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 242,
"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) |
|---|