| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 248308.3936 | 108651.185 | 139657.2087 | 5615.3202 | -78007.5619 | 83622.8821 |
| Total P&L (%) | 248.3084 | 108.6512 | 139.6572 | 5.6153 | -78.0076 | 83.6229 |
| Avg Daily Profit (%) | 0.1676 | 0.0733 | 0.0943 | 0.0037 | -0.1022 | 0.041 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -155686 | -107737 | -111196 | -266566 | -202457 | -155045 |
| Profit Factor | 1.3129 | 1.2679 | 1.3599 | 1.0052 | 0.8646 | 1.1638 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
| Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
| Profitability (%) | 54.8387 | 50 | 59.6774 | 54.8387 | 50 | 59.6774 |
| Ratio Avg Win / Avg Loss | 1.0812 | 1.2679 | 0.9188 | 0.8278 | 0.8646 | 0.7863 |
| Largest Winning Trade | 84621 | 84621 | 35139 | 62988 | 62988 | 39209 |
| Largest Losing Trade | -56185 | -46702 | -56185 | -89351 | -74633 | -89351 |
| Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
| Avg Bars in Winners | 33 | 32 | 33 | 33 | 32 | 33 |
| Avg Bars in Losers | 32 | 32 | 33 | 32 | 32 | 33 |
| Bars Traded | 4089 | 2027 | 2062 | 4089 | 2027 | 2062 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304664 | -249303 | -221245 | -569221 | -734958 | -333090 |
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4444,
"evaluation_days": 1481.33,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1635782400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759132447120,
"expiration_time": 1762943616000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.0275,
"nc": 0.34767
}
}
} {
"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": [
[
248308.3936279079,
108651.1849687775,
139657.2086591301,
5615.3201655735,
-78007.5619017533,
83622.8820673268
],
[
248.308394,
108.651185,
139.657209,
5.61532,
-78.007562,
83.622882
],
[
0.167625,
0.073347,
0.094278,
0.003688,
-0.102185,
0.041033
],
[
10,
10,
10,
10,
10,
10
],
[
-155686,
-107737,
-111196,
-266566,
-202457,
-155045
],
[
1.31285,
1.267868,
1.359864,
1.005166,
0.864648,
1.16375
],
[
124,
62,
62,
124,
62,
62
],
[
68,
31,
37,
68,
31,
37
],
[
56,
31,
25,
56,
31,
25
],
[
54.83871,
50,
59.677419,
54.83871,
50,
59.677419
],
[
1.081171,
1.267868,
0.918827,
0.827784,
0.864648,
0.786318
],
[
84621,
84621,
35139,
62988,
62988,
39209
],
[
-56185,
-46702,
-56185,
-89351,
-74633,
-89351
],
[
32,
32,
33,
32,
32,
33
],
[
33,
32,
33,
33,
32,
33
],
[
32,
32,
33,
32,
32,
33
],
[
4089,
2027,
2062,
4089,
2027,
2062
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304664,
-249303,
-221245,
-569221,
-734958,
-333090
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4444,
"evaluation_days": 1481.33,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1635782400000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759132447120,
"expiration_time": 1762943616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 162,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.0275,
"nc": 0.34767
}
}
}
| # | 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) |
|---|