Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295530.6166 | 107921.8383 | 187608.7783 | 85143.1089 | 128620.3129 | -43477.204 |
Total P&L (%) | 295.5306 | 107.9218 | 187.6088 | 85.1431 | 128.6203 | -43.4772 |
Avg Daily Profit (%) | 0.1999 | 0.073 | 0.1269 | 0.0417 | 0.0559 | -0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128510 | -113877 | -96951 | -497491 | -309672 | -336065 |
Profit Factor | 1.2241 | 1.162 | 1.2877 | 1.0318 | 1.1041 | 0.9699 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 161 | 75 | 86 | 161 | 75 | 86 |
Losing Trades | 183 | 97 | 86 | 183 | 97 | 86 |
Profitability (%) | 46.8023 | 43.6047 | 50 | 46.8023 | 43.6047 | 50 |
Ratio Avg Win / Avg Loss | 1.3914 | 1.5028 | 1.2877 | 1.1728 | 1.428 | 0.9699 |
Largest Winning Trade | 85849 | 85849 | 47356 | 116567 | 116567 | 66525 |
Largest Losing Trade | -37494 | -27114 | -37494 | -165084 | -51371 | -165084 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 4393 | 2287 | 2106 | 4393 | 2287 | 2106 |
Profit Streak | 31.8214 | 31.8214 | 44.1548 | 31.8214 | 31.8214 | 44.1548 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345896 | -137592 | -21509 | -320448 | -225089 | -578659 |
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4436, "evaluation_days": 1478.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632096000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758886971253, "expiration_time": 1762706304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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": [ [ 295530.616561366, 107921.8382985764, 187608.7782627897, 85143.1088764659, 128620.3128919926, -43477.2040155264 ], [ 295.530617, 107.921838, 187.608778, 85.143109, 128.620313, -43.477204 ], [ 0.199862, 0.072986, 0.126877, 0.041665, 0.055937, -0.038576 ], [ 10, 10, 10, 10, 10, 10 ], [ -128510, -113877, -96951, -497491, -309672, -336065 ], [ 1.224148, 1.161983, 1.287652, 1.031785, 1.104116, 0.969878 ], [ 344, 172, 172, 344, 172, 172 ], [ 161, 75, 86, 161, 75, 86 ], [ 183, 97, 86, 183, 97, 86 ], [ 46.802326, 43.604651, 50, 46.802326, 43.604651, 50 ], [ 1.391423, 1.502832, 1.287652, 1.172774, 1.42799, 0.969878 ], [ 85849, 85849, 47356, 116567, 116567, 66525 ], [ -37494, -27114, -37494, -165084, -51371, -165084 ], [ 12, 13, 12, 12, 13, 12 ], [ 15, 15, 14, 15, 15, 14 ], [ 10, 11, 9, 10, 11, 9 ], [ 4393, 2287, 2106, 4393, 2287, 2106 ], [ 31.821426, 31.821426, 44.15476, 31.821427, 31.821427, 44.15476 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345896, -137592, -21509, -320448, -225089, -578659 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4436, "evaluation_days": 1478.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632096000000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758886971253, "expiration_time": 1762706304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 34, "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) |
---|