| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 270003.0786 | 128337.7761 | 141665.3025 | 1271.5077 | -38043.2727 | 39314.7804 |
| Total P&L (%) | 270.0031 | 128.3378 | 141.6653 | 1.2715 | -38.0433 | 39.3148 |
| Avg Daily Profit (%) | 0.1822 | 0.0866 | 0.0956 | 0.0009 | -0.0323 | 0.0224 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -218243 | -116109 | -161073 | -227048 | -124734 | -139057 |
| Profit Factor | 1.2134 | 1.2026 | 1.2242 | 1.0014 | 0.9198 | 1.0861 |
| Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
| Winning Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
| Profitability (%) | 49.8208 | 49.2857 | 50.3597 | 49.8208 | 49.2857 | 50.3597 |
| Ratio Avg Win / Avg Loss | 1.2221 | 1.2375 | 1.2067 | 1.0086 | 0.9464 | 1.0706 |
| Largest Winning Trade | 54930 | 54930 | 46340 | 74004 | 41942 | 74004 |
| Largest Losing Trade | -71624 | -29587 | -71624 | -53040 | -46180 | -53040 |
| Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
| Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
| Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
| Bars Traded | 2717 | 1362 | 1355 | 2717 | 1362 | 1355 |
| 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 | 312874 | -78036 | -65592 | -574803 | -580961 | -290891 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2964,
"evaluation_days": 1482,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1641168000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759190196054,
"expiration_time": 1762988544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.24418,
"nc": 0.71553
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 233,
"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": [
[
270003.0785664539,
128337.7761082684,
141665.3024581858,
1271.5077445312,
-38043.2726884664,
39314.7804329976
],
[
270.003079,
128.337776,
141.665302,
1.271508,
-38.043273,
39.31478
],
[
0.182188,
0.086598,
0.095591,
0.000853,
-0.032298,
0.022375
],
[
10,
10,
10,
10,
10,
10
],
[
-218243,
-116109,
-161073,
-227048,
-124734,
-139057
],
[
1.213403,
1.202604,
1.22423,
1.001366,
0.919766,
1.086139
],
[
279,
140,
139,
279,
140,
139
],
[
139,
69,
70,
139,
69,
70
],
[
140,
71,
69,
140,
71,
69
],
[
49.820789,
49.285714,
50.359712,
49.820789,
49.285714,
50.359712
],
[
1.222133,
1.237462,
1.206741,
1.00857,
0.946426,
1.070622
],
[
54930,
54930,
46340,
74004,
41942,
74004
],
[
-71624,
-29587,
-71624,
-53040,
-46180,
-53040
],
[
9,
9,
9,
9,
9,
9
],
[
9,
9,
9,
9,
9,
9
],
[
9,
9,
9,
9,
9,
9
],
[
2717,
1362,
1355,
2717,
1362,
1355
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312874,
-78036,
-65592,
-574803,
-580961,
-290891
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2964,
"evaluation_days": 1482,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1641168000000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759190196054,
"expiration_time": 1762988544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.24418,
"nc": 0.71553
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 233,
"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) |
|---|