Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250276.4043 | 52139.9389 | 198136.4654 | 39299.8547 | 389662.1135 | -350362.2588 |
Total P&L (%) | 250.2764 | 52.1399 | 198.1365 | 39.2999 | 389.6621 | -350.3623 |
Avg Daily Profit (%) | 0.1691 | 0.0352 | 0.1339 | 0.0224 | 0.1074 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187674 | -157681 | -96855 | -1600971 | -981279 | -1231614 |
Profit Factor | 1.2228 | 1.0877 | 1.375 | 1.0054 | 1.1157 | 0.9106 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 125 | 56 | 69 | 125 | 56 | 69 |
Losing Trades | 116 | 65 | 51 | 116 | 65 | 51 |
Profitability (%) | 51.8672 | 46.281 | 57.5 | 51.8672 | 46.281 | 57.5 |
Ratio Avg Win / Avg Loss | 1.1348 | 1.2625 | 1.0163 | 0.933 | 1.295 | 0.673 |
Largest Winning Trade | 49082 | 49082 | 48851 | 505868 | 505868 | 234154 |
Largest Losing Trade | -43072 | -31865 | -43072 | -499403 | -315221 | -499403 |
Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Winners | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 4334 | 2160 | 2174 | 4334 | 2160 | 2174 |
Profit Streak | 0 | 0 | 20.3514 | 0 | 0 | 20.3514 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315008 | -272528 | -12193 | -379705 | -144242 | -579209 |
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{ "first_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 4.6197 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.34802 } } }
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{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4440, "evaluation_days": 1480, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632614400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759019161723, "expiration_time": 1762824960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 4.6197 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.34802 } } }
# | 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) |
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