| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 297463.3402 | 110350.4526 | 187112.8875 | 435282.3207 | 91441.3701 | 343840.9506 |
| Total P&L (%) | 297.4633 | 110.3505 | 187.1129 | 435.2823 | 91.4414 | 343.841 |
| Avg Daily Profit (%) | 0.2 | 0.0742 | 0.1258 | 0.1129 | 0.0437 | 0.1003 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -70256 | -84346 | -30283 | -483130 | -497389 | -124057 |
| Profit Factor | 2.0032 | 1.5483 | 2.9641 | 1.3942 | 1.1224 | 1.9637 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
| Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
| Profitability (%) | 76.7442 | 74.4186 | 79.0698 | 76.7442 | 74.4186 | 79.0698 |
| Ratio Avg Win / Avg Loss | 0.607 | 0.5322 | 0.7846 | 0.4225 | 0.3858 | 0.5198 |
| Largest Winning Trade | 36332 | 36332 | 32134 | 127662 | 105776 | 127662 |
| Largest Losing Trade | -59611 | -59611 | -27456 | -402847 | -402847 | -124057 |
| Avg Bars in Trades | 30 | 32 | 27 | 30 | 32 | 27 |
| Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
| Avg Bars in Losers | 75 | 85 | 64 | 75 | 85 | 64 |
| Bars Traded | 2588 | 1395 | 1193 | 2588 | 1395 | 1193 |
| Profit Streak | 18.981 | 61.481 | 18.981 | 18.981 | 61.481 | 18.981 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 510974 | -89317 | -16985 | -37758 | -217553 | -52995 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2974,
"evaluation_days": 1487,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1642766400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759620758175,
"expiration_time": 1763433504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.86079,
"nc": 0.1
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 166,
"offset": 104
}
}
} {
"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": [
[
297463.3401600888,
110350.4526336828,
187112.887526406,
435282.3207214526,
91441.3701110787,
343840.9506103742
],
[
297.46334,
110.350453,
187.112888,
435.282321,
91.44137,
343.840951
],
[
0.200043,
0.07421,
0.125832,
0.112883,
0.043682,
0.100272
],
[
10,
10,
10,
10,
10,
10
],
[
-70256,
-84346,
-30283,
-483130,
-497389,
-124057
],
[
2.003195,
1.548332,
2.964056,
1.394242,
1.122361,
1.963697
],
[
86,
43,
43,
86,
43,
43
],
[
66,
32,
34,
66,
32,
34
],
[
20,
11,
9,
20,
11,
9
],
[
76.744186,
74.418605,
79.069767,
76.744186,
74.418605,
79.069767
],
[
0.607029,
0.532239,
0.784603,
0.422497,
0.385812,
0.519802
],
[
36332,
36332,
32134,
127662,
105776,
127662
],
[
-59611,
-59611,
-27456,
-402847,
-402847,
-124057
],
[
30,
32,
27,
30,
32,
27
],
[
16,
14,
17,
16,
14,
17
],
[
75,
85,
64,
75,
85,
64
],
[
2588,
1395,
1193,
2588,
1395,
1193
],
[
18.980997,
61.480997,
18.980997,
18.980997,
61.480997,
18.980997
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
510974,
-89317,
-16985,
-37758,
-217553,
-52995
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2974,
"evaluation_days": 1487,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1642766400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759620758175,
"expiration_time": 1763433504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.86079,
"nc": 0.1
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 166,
"offset": 104
}
}
}
| # | 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) |
|---|