| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 290645.3355 | 59928.9405 | 230716.395 | 449699.971 | -138370.706 | 588070.677 |
| Total P&L (%) | 290.6453 | 59.9289 | 230.7164 | 449.7 | -138.3707 | 588.0707 |
| Avg Daily Profit (%) | 0.1951 | 0.0402 | 0.1549 | 0.1145 | 0 | 0.1296 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78196 | -80667 | -20478 | -753736 | -749692 | -96665 |
| Profit Factor | 2.0229 | 1.2681 | 4.8066 | 1.3027 | 0.8808 | 2.8107 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
| Profitability (%) | 80.4348 | 80.4348 | 80.4348 | 80.4348 | 80.4348 | 80.4348 |
| Ratio Avg Win / Avg Loss | 0.4921 | 0.3085 | 1.1692 | 0.3169 | 0.2142 | 0.6837 |
| Largest Winning Trade | 37285 | 37285 | 28302 | 238766 | 94108 | 238766 |
| Largest Losing Trade | -60357 | -60357 | -16787 | -628140 | -628140 | -78961 |
| Avg Bars in Trades | 45 | 56 | 34 | 45 | 56 | 34 |
| Avg Bars in Winners | 23 | 24 | 22 | 23 | 24 | 22 |
| Avg Bars in Losers | 138 | 190 | 87 | 138 | 190 | 87 |
| Bars Traded | 4221 | 2619 | 1602 | 4221 | 2619 | 1602 |
| Profit Streak | 60.6695 | 60.6695 | 76.6695 | 60.6695 | 60.6695 | 76.6695 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 525883 | -136634 | 689515 | -35787 | -575797 | -11684 |
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4469,
"evaluation_days": 1489.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1637712000000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759853047436,
"expiration_time": 1763685216000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.56579,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 207
}
}
} {
"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": [
[
290645.3354843953,
59928.9404810935,
230716.3950033017,
449699.9709975815,
-138370.7059847664,
588070.6769823476
],
[
290.645335,
59.92894,
230.716395,
449.699971,
-138.370706,
588.070677
],
[
0.195107,
0.04023,
0.154878,
0.114467,
0,
0.129557
],
[
10,
10,
10,
10,
10,
10
],
[
-78196,
-80667,
-20478,
-753736,
-749692,
-96665
],
[
2.022875,
1.268096,
4.806572,
1.302717,
0.880794,
2.810713
],
[
92,
46,
46,
92,
46,
46
],
[
74,
37,
37,
74,
37,
37
],
[
18,
9,
9,
18,
9,
9
],
[
80.434783,
80.434783,
80.434783,
80.434783,
80.434783,
80.434783
],
[
0.492051,
0.308456,
1.169166,
0.316877,
0.214247,
0.683687
],
[
37285,
37285,
28302,
238766,
94108,
238766
],
[
-60357,
-60357,
-16787,
-628140,
-628140,
-78961
],
[
45,
56,
34,
45,
56,
34
],
[
23,
24,
22,
23,
24,
22
],
[
138,
190,
87,
138,
190,
87
],
[
4221,
2619,
1602,
4221,
2619,
1602
],
[
60.66953,
60.66953,
76.66953,
60.66953,
60.66953,
76.66953
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
525883,
-136634,
689515,
-35787,
-575797,
-11684
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4469,
"evaluation_days": 1489.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1637712000000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759853047436,
"expiration_time": 1763685216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.56579,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 207
}
}
}
| # | 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) |
|---|