Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239641.166 | 40392.2353 | 199248.9307 | 137438.9871 | -55532.4143 | 192971.4014 |
Total P&L (%) | 239.6412 | 40.3922 | 199.2489 | 137.439 | -55.5324 | 192.9714 |
Avg Daily Profit (%) | 0.1622 | 0.0273 | 0.1349 | 0.0586 | -0.0549 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75290 | -77062 | -70053 | -148207 | -162679 | -118183 |
Profit Factor | 1.4905 | 1.1495 | 1.9121 | 1.1817 | 0.8742 | 1.6126 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 61.4583 | 56.25 | 66.6667 | 61.4583 | 56.25 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9347 | 0.8941 | 0.9561 | 0.7411 | 0.6799 | 0.8063 |
Largest Winning Trade | 41392 | 34288 | 41392 | 57727 | 35254 | 57727 |
Largest Losing Trade | -58068 | -49970 | -58068 | -102945 | -102945 | -92183 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 28 | 19 | 34 | 28 | 19 | 34 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 2732 | 1154 | 1578 | 2732 | 1154 | 1578 |
Profit Streak | 72.2018 | 98.2018 | 72.2018 | 72.2018 | 98.2018 | 72.2018 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369878 | -213665 | -9278 | -133655 | -578203 | -92653 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2954, "evaluation_days": 1477, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1636372800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862233692, "expiration_time": 1762543584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 122, "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": [ [ 239641.1660381419, 40392.2353296944, 199248.9307084476, 137438.9870714128, -55532.4143085159, 192971.4013799286 ], [ 239.641166, 40.392235, 199.248931, 137.438987, -55.532414, 192.971401 ], [ 0.162249, 0.027347, 0.134901, 0.058564, -0.054854, 0.072803 ], [ 10, 10, 10, 10, 10, 10 ], [ -75290, -77062, -70053, -148207, -162679, -118183 ], [ 1.490496, 1.149532, 1.912126, 1.181695, 0.874193, 1.612572 ], [ 96, 48, 48, 96, 48, 48 ], [ 59, 27, 32, 59, 27, 32 ], [ 37, 21, 16, 37, 21, 16 ], [ 61.458333, 56.25, 66.666667, 61.458333, 56.25, 66.666667 ], [ 0.934718, 0.89408, 0.956063, 0.741063, 0.679928, 0.806286 ], [ 41392, 34288, 41392, 57727, 35254, 57727 ], [ -58068, -49970, -58068, -102945, -102945, -92183 ], [ 28, 24, 32, 28, 24, 32 ], [ 28, 19, 34, 28, 19, 34 ], [ 29, 29, 28, 29, 29, 28 ], [ 2732, 1154, 1578, 2732, 1154, 1578 ], [ 72.201779, 98.201779, 72.201779, 72.201779, 98.201779, 72.201779 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 369878, -213665, -9278, -133655, -578203, -92653 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2954, "evaluation_days": 1477, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1636372800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758862233692, "expiration_time": 1762543584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 122, "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) |
---|