| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 525735.9543 | 181604.105 | 344131.8494 | 1965318.8463 | 1405686.5605 | 559632.2859 |
| Total P&L (%) | 525.736 | 181.6041 | 344.1318 | 1965.3188 | 1405.6866 | 559.6323 |
| Avg Daily Profit (%) | 0.3547 | 0.1225 | 0.2322 | 0.2045 | 0.1831 | 0.1273 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86913 | -54162 | -85360 | -1230756 | -676754 | -1530682 |
| Profit Factor | 1.6425 | 1.5218 | 1.7318 | 1.2157 | 1.4322 | 1.0955 |
| Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
| Winning Trades | 174 | 83 | 91 | 174 | 83 | 91 |
| Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
| Profitability (%) | 64.9254 | 61.9403 | 67.9104 | 64.9254 | 61.9403 | 67.9104 |
| Ratio Avg Win / Avg Loss | 0.8873 | 0.9351 | 0.8183 | 0.6568 | 0.88 | 0.5177 |
| Largest Winning Trade | 53368 | 25463 | 53368 | 399518 | 267654 | 399518 |
| Largest Losing Trade | -64196 | -24282 | -64196 | -890081 | -276067 | -890081 |
| Avg Bars in Trades | 16 | 9 | 23 | 16 | 9 | 23 |
| Avg Bars in Winners | 12 | 8 | 15 | 12 | 8 | 15 |
| Avg Bars in Losers | 23 | 11 | 38 | 23 | 11 | 38 |
| Bars Traded | 4353 | 1268 | 3085 | 4353 | 1268 | 3085 |
| Profit Streak | 6.6358 | 25.9691 | 6.6358 | 6.6358 | 25.9691 | 6.6358 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 537679 | -27036 | 430714 | 403976 | 351526 | -136130 |
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4447,
"evaluation_days": 1482.33,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632384000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759216531933,
"expiration_time": 1763032608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 6,
"offset": 0,
"std": 2.0828
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 44,
"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": [
[
525735.954314255,
181604.1049537953,
344131.8493604597,
1965318.846330263,
1405686.5604659007,
559632.2858643613
],
[
525.735954,
181.604105,
344.131849,
1965.318846,
1405.68656,
559.632286
],
[
0.354669,
0.122513,
0.232156,
0.204473,
0.183111,
0.127348
],
[
10,
10,
10,
10,
10,
10
],
[
-86913,
-54162,
-85360,
-1230756,
-676754,
-1530682
],
[
1.642467,
1.52178,
1.731789,
1.215731,
1.432204,
1.095538
],
[
268,
134,
134,
268,
134,
134
],
[
174,
83,
91,
174,
83,
91
],
[
94,
51,
43,
94,
51,
43
],
[
64.925373,
61.940299,
67.910448,
64.925373,
61.940299,
67.910448
],
[
0.88731,
0.93507,
0.818318,
0.656774,
0.880029,
0.517672
],
[
53368,
25463,
53368,
399518,
267654,
399518
],
[
-64196,
-24282,
-64196,
-890081,
-276067,
-890081
],
[
16,
9,
23,
16,
9,
23
],
[
12,
8,
15,
12,
8,
15
],
[
23,
11,
38,
23,
11,
38
],
[
4353,
1268,
3085,
4353,
1268,
3085
],
[
6.635786,
25.96912,
6.635786,
6.635786,
25.96912,
6.635786
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
537679,
-27036,
430714,
403976,
351526,
-136130
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4447,
"evaluation_days": 1482.33,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632384000000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759216531933,
"expiration_time": 1763032608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 6,
"offset": 0,
"std": 2.0828
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 44,
"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) |
|---|