Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228949.3083 | 71091.0042 | 157858.3041 | -19233.5193 | -22176.5261 | 2943.0068 |
Total P&L (%) | 228.9493 | 71.091 | 157.8583 | -19.2335 | -22.1765 | 2.943 |
Avg Daily Profit (%) | 0.1546 | 0.048 | 0.1066 | -0.0144 | -0.0169 | 0.002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145423 | -107864 | -130325 | -99872 | -79130 | -119905 |
Profit Factor | 1.2113 | 1.1471 | 1.2631 | 0.9741 | 0.9314 | 1.007 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 121 | 55 | 66 | 121 | 55 | 66 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 49.3878 | 45.082 | 53.6585 | 49.3878 | 45.082 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.2414 | 1.3973 | 1.0909 | 0.9983 | 1.1346 | 0.8697 |
Largest Winning Trade | 69633 | 69633 | 49272 | 32568 | 32568 | 32243 |
Largest Losing Trade | -50435 | -35799 | -50435 | -55929 | -30856 | -55929 |
Avg Bars in Trades | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Winners | 18 | 14 | 21 | 18 | 14 | 21 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 4260 | 1806 | 2454 | 4260 | 1806 | 2454 |
Profit Streak | 9.6626 | 0 | 11.6626 | 9.6626 | 0 | 11.6626 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315404 | -189432 | -49707 | -578791 | -580976 | -569307 |
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4444, "evaluation_days": 1481.33, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1636156800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759132446059, "expiration_time": 1762943616000, "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": "hma", "factors": { "length": 164, "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": [ [ 228949.3082876336, 71091.0042349258, 157858.3040527079, -19233.5193294415, -22176.5260983528, 2943.0067689114 ], [ 228.949308, 71.091004, 157.858304, -19.233519, -22.176526, 2.943007 ], [ 0.154557, 0.047991, 0.106565, -0.014419, -0.016924, 0.001958 ], [ 10, 10, 10, 10, 10, 10 ], [ -145423, -107864, -130325, -99872, -79130, -119905 ], [ 1.211331, 1.147071, 1.263101, 0.974129, 0.931421, 1.007006 ], [ 245, 122, 123, 245, 122, 123 ], [ 121, 55, 66, 121, 55, 66 ], [ 124, 67, 57, 124, 67, 57 ], [ 49.387755, 45.081967, 53.658537, 49.387755, 45.081967, 53.658537 ], [ 1.241364, 1.397341, 1.09086, 0.99828, 1.13464, 0.869687 ], [ 69633, 69633, 49272, 32568, 32568, 32243 ], [ -50435, -35799, -50435, -55929, -30856, -55929 ], [ 17, 14, 19, 17, 14, 19 ], [ 18, 14, 21, 18, 14, 21 ], [ 16, 14, 18, 16, 14, 18 ], [ 4260, 1806, 2454, 4260, 1806, 2454 ], [ 9.66257, 0, 11.66257, 9.66257, 0, 11.66257 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315404, -189432, -49707, -578791, -580976, -569307 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4444, "evaluation_days": 1481.33, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1636156800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759132446059, "expiration_time": 1762943616000, "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": "hma", "factors": { "length": 164, "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) |
---|