| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 318295.2628 | 86535.4498 | 231759.813 | 347693.8279 | 82257.5495 | 265436.2784 |
| Total P&L (%) | 318.2953 | 86.5355 | 231.7598 | 347.6938 | 82.2576 | 265.4363 |
| Avg Daily Profit (%) | 0.2155 | 0.0586 | 0.1569 | 0.1015 | 0.0406 | 0.0878 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95546 | -119125 | -65549 | -299772 | -233306 | -167469 |
| Profit Factor | 1.3335 | 1.1746 | 1.5052 | 1.1454 | 1.0678 | 1.2251 |
| Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
| Winning Trades | 115 | 60 | 55 | 115 | 60 | 55 |
| Losing Trades | 130 | 63 | 67 | 130 | 63 | 67 |
| Profitability (%) | 46.9388 | 48.7805 | 45.082 | 46.9388 | 48.7805 | 45.082 |
| Ratio Avg Win / Avg Loss | 1.5074 | 1.2333 | 1.8337 | 1.2947 | 1.1212 | 1.4924 |
| Largest Winning Trade | 48843 | 48843 | 29531 | 90173 | 90173 | 82167 |
| Largest Losing Trade | -34919 | -34919 | -31920 | -75796 | -75796 | -59178 |
| Avg Bars in Trades | 11 | 9 | 14 | 11 | 9 | 14 |
| Avg Bars in Winners | 14 | 11 | 17 | 14 | 11 | 17 |
| Avg Bars in Losers | 9 | 7 | 12 | 9 | 7 | 12 |
| Bars Traded | 2913 | 1107 | 1806 | 2913 | 1107 | 1806 |
| Profit Streak | 8.6074 | 31.6074 | 0 | 8.6074 | 31.6074 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 366945 | -142616 | 282133 | -117021 | -283949 | -78006 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2954,
"evaluation_days": 1477,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632139200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758854075151,
"expiration_time": 1762543584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
318295.2628238823,
86535.4498498478,
231759.8129740344,
347693.8279137489,
82257.5495176484,
265436.2783961004
],
[
318.295263,
86.53545,
231.759813,
347.693828,
82.25755,
265.436278
],
[
0.215501,
0.058589,
0.156913,
0.101537,
0.040648,
0.087779
],
[
10,
10,
10,
10,
10,
10
],
[
-95546,
-119125,
-65549,
-299772,
-233306,
-167469
],
[
1.333492,
1.174567,
1.505236,
1.145354,
1.067829,
1.225074
],
[
245,
123,
122,
245,
123,
122
],
[
115,
60,
55,
115,
60,
55
],
[
130,
63,
67,
130,
63,
67
],
[
46.938776,
48.780488,
45.081967,
46.938776,
48.780488,
45.081967
],
[
1.507426,
1.233296,
1.833651,
1.294748,
1.121221,
1.492363
],
[
48843,
48843,
29531,
90173,
90173,
82167
],
[
-34919,
-34919,
-31920,
-75796,
-75796,
-59178
],
[
11,
9,
14,
11,
9,
14
],
[
14,
11,
17,
14,
11,
17
],
[
9,
7,
12,
9,
7,
12
],
[
2913,
1107,
1806,
2913,
1107,
1806
],
[
8.607351,
31.607351,
0,
8.607351,
31.607351,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
366945,
-142616,
282133,
-117021,
-283949,
-78006
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2954,
"evaluation_days": 1477,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632139200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758854075151,
"expiration_time": 1762543584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|