| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 342695.679 | 86309.9405 | 256385.7384 | 331684.1554 | 12243.8008 | 319440.3547 |
| Total P&L (%) | 342.6957 | 86.3099 | 256.3857 | 331.6842 | 12.2438 | 319.4404 |
| Avg Daily Profit (%) | 0.2321 | 0.0584 | 0.1736 | 0.0991 | 0.0078 | 0.0971 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83764 | -53293 | -89626 | -415288 | -242382 | -363853 |
| Profit Factor | 1.3654 | 1.1925 | 1.5239 | 1.1137 | 1.0093 | 1.1995 |
| Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
| Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
| Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
| Profitability (%) | 57.3379 | 53.7415 | 60.9589 | 57.3379 | 53.7415 | 60.9589 |
| Ratio Avg Win / Avg Loss | 1.0159 | 1.0264 | 0.976 | 0.8287 | 0.8688 | 0.7682 |
| Largest Winning Trade | 32943 | 31913 | 32943 | 96909 | 53852 | 96909 |
| Largest Losing Trade | -62915 | -34064 | -62915 | -179278 | -98227 | -179278 |
| Avg Bars in Trades | 29 | 20 | 38 | 29 | 20 | 38 |
| Avg Bars in Winners | 29 | 15 | 41 | 29 | 15 | 41 |
| Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
| Bars Traded | 8641 | 3000 | 5641 | 8641 | 3000 | 5641 |
| Profit Streak | 5.9172 | 32.0838 | 0 | 5.9172 | 32.0838 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 426211 | -121573 | 303628 | -154307 | -488197 | -64823 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8860,
"evaluation_days": 1476.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632974400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895244468,
"expiration_time": 1762542720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 128,
"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": [
[
342695.6789812393,
86309.940533559,
256385.7384476805,
331684.1554382732,
12243.800753671,
319440.3546846023
],
[
342.695679,
86.309941,
256.385738,
331.684155,
12.243801,
319.440355
],
[
0.232073,
0.058449,
0.173624,
0.099091,
0.007822,
0.097141
],
[
10,
10,
10,
10,
10,
10
],
[
-83764,
-53293,
-89626,
-415288,
-242382,
-363853
],
[
1.365426,
1.192481,
1.523889,
1.113737,
1.009313,
1.199457
],
[
293,
147,
146,
293,
147,
146
],
[
168,
79,
89,
168,
79,
89
],
[
125,
68,
57,
125,
68,
57
],
[
57.337884,
53.741497,
60.958904,
57.337884,
53.741497,
60.958904
],
[
1.015942,
1.02644,
0.975974,
0.828673,
0.868776,
0.768192
],
[
32943,
31913,
32943,
96909,
53852,
96909
],
[
-62915,
-34064,
-62915,
-179278,
-98227,
-179278
],
[
29,
20,
38,
29,
20,
38
],
[
29,
15,
41,
29,
15,
41
],
[
29,
26,
33,
29,
26,
33
],
[
8641,
3000,
5641,
8641,
3000,
5641
],
[
5.917181,
32.083848,
0,
5.917181,
32.083848,
0
],
[
1,
4,
0,
1,
4,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426211,
-121573,
303628,
-154307,
-488197,
-64823
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8860,
"evaluation_days": 1476.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632974400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895244468,
"expiration_time": 1762542720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 128,
"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) |
|---|