| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 449028.8895 | 207919.9374 | 241108.952 | 1208602.4539 | 104595.1709 | 1104007.283 |
| Total P&L (%) | 449.0289 | 207.9199 | 241.109 | 1208.6025 | 104.5952 | 1104.0073 |
| Avg Daily Profit (%) | 0.304 | 0.1408 | 0.1632 | 0.1743 | 0.0485 | 0.1686 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112135 | -95723 | -71739 | -5182942 | -3914217 | -2928747 |
| Profit Factor | 2.268 | 2.0881 | 2.4789 | 1.1097 | 1.0185 | 1.2061 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Profitability (%) | 62.963 | 65 | 60.9756 | 62.963 | 65 | 60.9756 |
| Ratio Avg Win / Avg Loss | 1.3341 | 1.1244 | 1.5865 | 0.6528 | 0.5484 | 0.7719 |
| Largest Winning Trade | 113119 | 113119 | 53872 | 2015538 | 1549420 | 2015538 |
| Largest Losing Trade | -64207 | -37291 | -64207 | -2611622 | -1713702 | -2611622 |
| Avg Bars in Trades | 32 | 33 | 30 | 32 | 33 | 30 |
| Avg Bars in Winners | 32 | 29 | 35 | 32 | 29 | 35 |
| Avg Bars in Losers | 31 | 41 | 23 | 31 | 41 | 23 |
| Bars Traded | 2622 | 1353 | 1269 | 2622 | 1353 | 1269 |
| Profit Streak | 48.1688 | 113.6688 | 48.1688 | 48.1688 | 113.6688 | 48.1688 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -1613 | 38675 | 505836 | -107016 | -326699 | 274762 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2954,
"evaluation_days": 1477,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1639872000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759032186531,
"expiration_time": 1762543584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 119
}
}
} {
"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": [
[
449028.8894921048,
207919.9374489987,
241108.9520431061,
1208602.4539452812,
104595.1709276706,
1104007.2830176095
],
[
449.028889,
207.919937,
241.108952,
1208.602454,
104.595171,
1104.007283
],
[
0.304014,
0.140772,
0.163242,
0.174258,
0.048479,
0.168608
],
[
10,
10,
10,
10,
10,
10
],
[
-112135,
-95723,
-71739,
-5182942,
-3914217,
-2928747
],
[
2.268029,
2.088143,
2.478853,
1.109718,
1.018488,
1.206052
],
[
81,
40,
41,
81,
40,
41
],
[
51,
26,
25,
51,
26,
25
],
[
30,
14,
16,
30,
14,
16
],
[
62.962963,
65,
60.97561,
62.962963,
65,
60.97561
],
[
1.334135,
1.124385,
1.586466,
0.652775,
0.548416,
0.771873
],
[
113119,
113119,
53872,
2015538,
1549420,
2015538
],
[
-64207,
-37291,
-64207,
-2611622,
-1713702,
-2611622
],
[
32,
33,
30,
32,
33,
30
],
[
32,
29,
35,
32,
29,
35
],
[
31,
41,
23,
31,
41,
23
],
[
2622,
1353,
1269,
2622,
1353,
1269
],
[
48.168825,
113.668825,
48.168825,
48.168826,
113.668826,
48.168826
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-1613,
38675,
505836,
-107016,
-326699,
274762
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2954,
"evaluation_days": 1477,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1639872000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759032186531,
"expiration_time": 1762543584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 119
}
}
}
| # | 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) |
|---|