| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 264771.9052 | 100645.0166 | 164126.8886 | 25288.8118 | -135514.082 | 160802.8938 |
| Total P&L (%) | 264.7719 | 100.645 | 164.1269 | 25.2888 | -135.5141 | 160.8029 |
| Avg Daily Profit (%) | 0.179 | 0.068 | 0.1109 | 0.0152 | 0 | 0.0648 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149399 | -132562 | -95072 | -463658 | -374546 | -230088 |
| Profit Factor | 1.218 | 1.1326 | 1.3603 | 1.0083 | 0.9287 | 1.1387 |
| Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
| Winning Trades | 163 | 64 | 99 | 163 | 64 | 99 |
| Losing Trades | 170 | 102 | 68 | 170 | 102 | 68 |
| Profitability (%) | 48.9489 | 38.5542 | 59.2814 | 48.9489 | 38.5542 | 59.2814 |
| Ratio Avg Win / Avg Loss | 1.2703 | 1.805 | 0.9343 | 1.0516 | 1.4801 | 0.7821 |
| Largest Winning Trade | 120462 | 120462 | 49272 | 125232 | 125232 | 98871 |
| Largest Losing Trade | -44238 | -37551 | -44238 | -113377 | -113377 | -90642 |
| Avg Bars in Trades | 13 | 18 | 7 | 13 | 18 | 7 |
| Avg Bars in Winners | 12 | 19 | 7 | 12 | 19 | 7 |
| Avg Bars in Losers | 13 | 18 | 7 | 13 | 18 | 7 |
| Bars Traded | 4399 | 3114 | 1285 | 4399 | 3114 | 1285 |
| Profit Streak | 5.4209 | 0 | 9.7543 | 5.4209 | 0 | 9.7543 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336324 | -179541 | -43626 | -385132 | -582970 | -173561 |
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4438,
"evaluation_days": 1479.33,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632009600000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758967569588,
"expiration_time": 1762765632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 31,
"offset": 0,
"std": 1.4207
}
}
} {
"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": [
[
264771.9051518354,
100645.0165896648,
164126.8885621704,
25288.8117681333,
-135514.0820093822,
160802.8937775157
],
[
264.771905,
100.645017,
164.126889,
25.288812,
-135.514082,
160.802894
],
[
0.178981,
0.068034,
0.110947,
0.015241,
0,
0.06482
],
[
10,
10,
10,
10,
10,
10
],
[
-149399,
-132562,
-95072,
-463658,
-374546,
-230088
],
[
1.217971,
1.132571,
1.360299,
1.008265,
0.928691,
1.138679
],
[
333,
166,
167,
333,
166,
167
],
[
163,
64,
99,
163,
64,
99
],
[
170,
102,
68,
170,
102,
68
],
[
48.948949,
38.554217,
59.281437,
48.948949,
38.554217,
59.281437
],
[
1.270277,
1.805034,
0.934347,
1.051564,
1.480101,
0.782123
],
[
120462,
120462,
49272,
125232,
125232,
98871
],
[
-44238,
-37551,
-44238,
-113377,
-113377,
-90642
],
[
13,
18,
7,
13,
18,
7
],
[
12,
19,
7,
12,
19,
7
],
[
13,
18,
7,
13,
18,
7
],
[
4399,
3114,
1285,
4399,
3114,
1285
],
[
5.420944,
0,
9.754277,
5.420944,
0,
9.754278
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336324,
-179541,
-43626,
-385132,
-582970,
-173561
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4438,
"evaluation_days": 1479.33,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632009600000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758967569588,
"expiration_time": 1762765632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 31,
"offset": 0,
"std": 1.4207
}
}
}
| # | 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) |
|---|