| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 596250.2002 | 275688.2062 | 320561.994 | 5416070.0994 | 1655734.4655 | 3760335.6338 |
| Total P&L (%) | 596.2502 | 275.6882 | 320.562 | 5416.0701 | 1655.7345 | 3760.3356 |
| Avg Daily Profit (%) | 0.401 | 0.1854 | 0.2156 | 0.2701 | 0.1929 | 0.246 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85562 | -72997 | -94613 | -2373369 | -2178331 | -1926383 |
| Profit Factor | 1.8869 | 1.7522 | 2.0483 | 1.378 | 1.2003 | 1.6203 |
| Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
| Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
| Profitability (%) | 58.0838 | 57.1429 | 59.0361 | 58.0838 | 57.1429 | 59.0361 |
| Ratio Avg Win / Avg Loss | 1.3617 | 1.3142 | 1.4213 | 0.9944 | 0.9002 | 1.1243 |
| Largest Winning Trade | 61871 | 61871 | 49247 | 1134512 | 872709 | 1134512 |
| Largest Losing Trade | -42445 | -27143 | -42445 | -1015465 | -1015465 | -681339 |
| Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
| Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
| Bars Traded | 2745 | 1381 | 1363 | 2745 | 1381 | 1363 |
| Profit Streak | 25.643 | 33.643 | 25.643 | 25.643 | 33.643 | 25.643 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 572085 | 416731 | 449063 | 403020 | 275520 | 443681 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2974,
"evaluation_days": 1487,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1640260800000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759591554537,
"expiration_time": 1763433504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.45446
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 212,
"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": [
[
596250.20022776,
275688.2062318297,
320561.9939959307,
5416070.099360033,
1655734.4655240225,
3760335.6338360123
],
[
596.2502,
275.688206,
320.561994,
5416.070099,
1655.734466,
3760.335634
],
[
0.400975,
0.185399,
0.215576,
0.270051,
0.192887,
0.245987
],
[
10,
10,
10,
10,
10,
10
],
[
-85562,
-72997,
-94613,
-2373369,
-2178331,
-1926383
],
[
1.886907,
1.752217,
2.048342,
1.377959,
1.200271,
1.62028
],
[
167,
84,
83,
167,
84,
83
],
[
97,
48,
49,
97,
48,
49
],
[
70,
36,
34,
70,
36,
34
],
[
58.083832,
57.142857,
59.036145,
58.083832,
57.142857,
59.036145
],
[
1.361685,
1.314163,
1.421299,
0.994403,
0.900203,
1.124276
],
[
61871,
61871,
49247,
1134512,
872709,
1134512
],
[
-42445,
-27143,
-42445,
-1015465,
-1015465,
-681339
],
[
16,
16,
16,
16,
16,
16
],
[
16,
16,
16,
16,
16,
16
],
[
16,
16,
16,
16,
16,
16
],
[
2745,
1381,
1363,
2745,
1381,
1363
],
[
25.642992,
33.642992,
25.642992,
25.642992,
33.642992,
25.642992
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
572085,
416731,
449063,
403020,
275520,
443681
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2974,
"evaluation_days": 1487,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1640260800000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759591554537,
"expiration_time": 1763433504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.45446
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 212,
"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) |
|---|