Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242163.8404 | 29396.4913 | 212767.3491 | 171232.1624 | 14805.8255 | 156426.3369 |
Total P&L (%) | 242.1638 | 29.3965 | 212.7673 | 171.2322 | 14.8058 | 156.4263 |
Avg Daily Profit (%) | 0.1638 | 0.0199 | 0.1439 | 0.0675 | 0.0093 | 0.0637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127075 | -138662 | -32256 | -122239 | -118922 | -38095 |
Profit Factor | 1.6151 | 1.0994 | 3.1723 | 1.4698 | 1.0562 | 2.5471 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 37 | 24 | 13 | 37 | 24 | 13 |
Profitability (%) | 71.5385 | 63.0769 | 80 | 71.5385 | 63.0769 | 80 |
Ratio Avg Win / Avg Loss | 0.6426 | 0.6436 | 0.7931 | 0.5848 | 0.6183 | 0.6368 |
Largest Winning Trade | 29645 | 26044 | 29645 | 33334 | 26653 | 33334 |
Largest Losing Trade | -66161 | -66161 | -32256 | -51703 | -51703 | -31830 |
Avg Bars in Trades | 32 | 41 | 23 | 32 | 41 | 23 |
Avg Bars in Winners | 17 | 21 | 14 | 17 | 21 | 14 |
Avg Bars in Losers | 70 | 74 | 61 | 70 | 74 | 61 |
Bars Traded | 4246 | 2694 | 1552 | 4246 | 2694 | 1552 |
Profit Streak | 12.4162 | 12.4162 | 25.0828 | 12.4162 | 12.4162 | 25.0828 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440564 | -411679 | -123636 | -98700 | -486335 | -231759 |
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4436, "evaluation_days": 1478.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1635724800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758909557928, "expiration_time": 1762706304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40765, "nb": 0.1, "nc": 0.24086 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 159 } } }
{ "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": [ [ 242163.8404106588, 29396.4913075287, 212767.3491031302, 171232.1623718638, 14805.8254678228, 156426.3369040411 ], [ 242.16384, 29.396491, 212.767349, 171.232162, 14.805825, 156.426337 ], [ 0.163771, 0.01988, 0.143891, 0.067503, 0.009338, 0.063704 ], [ 10, 10, 10, 10, 10, 10 ], [ -127075, -138662, -32256, -122239, -118922, -38095 ], [ 1.615149, 1.099406, 3.172282, 1.469831, 1.056223, 2.547057 ], [ 130, 65, 65, 130, 65, 65 ], [ 93, 41, 52, 93, 41, 52 ], [ 37, 24, 13, 37, 24, 13 ], [ 71.538462, 63.076923, 80, 71.538462, 63.076923, 80 ], [ 0.642586, 0.643555, 0.79307, 0.584771, 0.618277, 0.636764 ], [ 29645, 26044, 29645, 33334, 26653, 33334 ], [ -66161, -66161, -32256, -51703, -51703, -31830 ], [ 32, 41, 23, 32, 41, 23 ], [ 17, 21, 14, 17, 21, 14 ], [ 70, 74, 61, 70, 74, 61 ], [ 4246, 2694, 1552, 4246, 2694, 1552 ], [ 12.41618, 12.41618, 25.082846, 12.41618, 12.41618, 25.082846 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440564, -411679, -123636, -98700, -486335, -231759 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4436, "evaluation_days": 1478.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1635724800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758909557928, "expiration_time": 1762706304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40765, "nb": 0.1, "nc": 0.24086 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 159 } } }
# | 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) |
---|