Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226294.4947 | 66456.3409 | 159838.1539 | 122001.6844 | -68079.2192 | 190080.9036 |
Total P&L (%) | 226.2945 | 66.4563 | 159.8382 | 122.0017 | -68.0792 | 190.0809 |
Avg Daily Profit (%) | 0.1523 | 0.0447 | 0.1076 | 0.0537 | -0.0768 | 0.0717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68728 | -71828 | -40638 | -210834 | -245254 | -69384 |
Profit Factor | 1.7034 | 1.2789 | 2.9145 | 1.2164 | 0.847 | 2.597 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 81.1966 | 79.3103 | 83.0508 | 81.1966 | 79.3103 | 83.0508 |
Ratio Avg Win / Avg Loss | 0.3945 | 0.3336 | 0.5948 | 0.2817 | 0.2209 | 0.53 |
Largest Winning Trade | 24717 | 24717 | 15737 | 27813 | 27813 | 23080 |
Largest Losing Trade | -67305 | -67305 | -40638 | -202862 | -202862 | -69384 |
Avg Bars in Trades | 21 | 28 | 15 | 21 | 28 | 15 |
Avg Bars in Winners | 10 | 8 | 12 | 10 | 8 | 12 |
Avg Bars in Losers | 71 | 105 | 30 | 71 | 105 | 30 |
Bars Traded | 2549 | 1648 | 901 | 2549 | 1648 | 901 |
Profit Streak | 17.8534 | 84.8534 | 17.8534 | 17.8534 | 84.8534 | 17.8534 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506221 | -309495 | -217704 | -116900 | -755168 | -266158 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2971, "evaluation_days": 1485.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1638057600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759480136834, "expiration_time": 1763300016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 161, "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": [ [ 226294.4947457768, 66456.3408559593, 159838.1538898175, 122001.684363675, -68079.2191882722, 190080.9035519471 ], [ 226.294495, 66.456341, 159.838154, 122.001684, -68.079219, 190.080904 ], [ 0.152336, 0.044737, 0.107599, 0.053701, -0.076841, 0.071718 ], [ 10, 10, 10, 10, 10, 10 ], [ -68728, -71828, -40638, -210834, -245254, -69384 ], [ 1.703358, 1.278941, 2.914469, 1.216365, 0.846961, 2.59704 ], [ 117, 58, 59, 117, 58, 59 ], [ 95, 46, 49, 95, 46, 49 ], [ 22, 12, 10, 22, 12, 10 ], [ 81.196581, 79.310345, 83.050847, 81.196581, 79.310345, 83.050847 ], [ 0.394462, 0.333637, 0.59479, 0.281685, 0.220946, 0.530008 ], [ 24717, 24717, 15737, 27813, 27813, 23080 ], [ -67305, -67305, -40638, -202862, -202862, -69384 ], [ 21, 28, 15, 21, 28, 15 ], [ 10, 8, 12, 10, 8, 12 ], [ 71, 105, 30, 71, 105, 30 ], [ 2549, 1648, 901, 2549, 1648, 901 ], [ 17.853435, 84.853436, 17.853435, 17.853436, 84.853436, 17.853436 ], [ 4, 8, 2, 4, 8, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 506221, -309495, -217704, -116900, -755168, -266158 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2971, "evaluation_days": 1485.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1638057600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759480136834, "expiration_time": 1763300016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 161, "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) |
---|