Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349067.3097 | 139171.3387 | 209895.9709 | 264318.0766 | 296423.7636 | -32105.687 |
Total P&L (%) | 349.0673 | 139.1713 | 209.896 | 264.3181 | 296.4238 | -32.1057 |
Avg Daily Profit (%) | 0.2361 | 0.0941 | 0.1419 | 0.0875 | 0.0932 | -0.0262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122026 | -105031 | -110828 | -375177 | -267508 | -400939 |
Profit Factor | 1.2747 | 1.2223 | 1.3257 | 1.0865 | 1.213 | 0.9807 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 186 | 97 | 89 | 186 | 97 | 89 |
Profitability (%) | 44.4776 | 42.2619 | 46.7066 | 44.4776 | 42.2619 | 46.7066 |
Ratio Avg Win / Avg Loss | 1.5913 | 1.6699 | 1.5127 | 1.3563 | 1.6573 | 1.119 |
Largest Winning Trade | 49696 | 49696 | 44954 | 94595 | 94595 | 90946 |
Largest Losing Trade | -36009 | -32501 | -36009 | -136716 | -63782 | -136716 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 4379 | 2248 | 2131 | 4379 | 2248 | 2131 |
Profit Streak | 8.8214 | 31.8214 | 0 | 8.8214 | 31.8214 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342757 | -68003 | -2872 | -201033 | -69299 | -579795 |
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4436, "evaluation_days": 1478.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632182400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758886969739, "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": "kcb", "factors": { "length": 37, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 349067.3096737077, 139171.3387303857, 209895.9709433221, 264318.0766436486, 296423.7636003795, -32105.686956731 ], [ 349.06731, 139.171339, 209.895971, 264.318077, 296.423764, -32.105687 ], [ 0.236068, 0.094119, 0.141949, 0.087472, 0.093189, -0.026183 ], [ 10, 10, 10, 10, 10, 10 ], [ -122026, -105031, -110828, -375177, -267508, -400939 ], [ 1.274746, 1.222295, 1.3257, 1.086472, 1.213042, 0.980721 ], [ 335, 168, 167, 335, 168, 167 ], [ 149, 71, 78, 149, 71, 78 ], [ 186, 97, 89, 186, 97, 89 ], [ 44.477612, 42.261905, 46.706587, 44.477612, 42.261905, 46.706587 ], [ 1.591293, 1.669896, 1.512658, 1.356267, 1.657255, 1.119028 ], [ 49696, 49696, 44954, 94595, 94595, 90946 ], [ -36009, -32501, -36009, -136716, -63782, -136716 ], [ 13, 13, 12, 13, 13, 12 ], [ 15, 14, 15, 15, 14, 15 ], [ 11, 12, 10, 11, 12, 10 ], [ 4379, 2248, 2131, 4379, 2248, 2131 ], [ 8.821409, 31.821409, 0, 8.821409, 31.821409, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342757, -68003, -2872, -201033, -69299, -579795 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4436, "evaluation_days": 1478.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632182400000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758886969739, "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": "kcb", "factors": { "length": 37, "offset": 0, "scalar": 1 } } }
# | 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) |
---|