| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 261935.9701 | 86284.986 | 175650.9841 | 74034.203 | -41558.8414 | 115593.0444 |
| Total P&L (%) | 261.936 | 86.285 | 175.651 | 74.0342 | -41.5588 | 115.593 |
| Avg Daily Profit (%) | 0.1774 | 0.0584 | 0.119 | 0.0375 | -0.0364 | 0.052 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -172359 | -101595 | -143763 | -243698 | -152401 | -157875 |
| Profit Factor | 1.2713 | 1.1775 | 1.3663 | 1.0768 | 0.9198 | 1.2596 |
| Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
| Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
| Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
| Profitability (%) | 50.2024 | 49.1935 | 51.2195 | 50.2024 | 49.1935 | 51.2195 |
| Ratio Avg Win / Avg Loss | 1.261 | 1.2161 | 1.3013 | 1.0681 | 0.95 | 1.1996 |
| Largest Winning Trade | 62991 | 62991 | 59514 | 99694 | 67890 | 99694 |
| Largest Losing Trade | -36566 | -31632 | -36566 | -66425 | -66425 | -63588 |
| Avg Bars in Trades | 35 | 26 | 44 | 35 | 26 | 44 |
| Avg Bars in Winners | 40 | 22 | 57 | 40 | 22 | 57 |
| Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
| Bars Traded | 8722 | 3228 | 5494 | 8722 | 3228 | 5494 |
| Profit Streak | 8.5839 | 9.7505 | 8.5839 | 8.5839 | 9.7505 | 8.5839 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367463 | -139307 | -33114 | -275909 | -579932 | -122984 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8860,
"evaluation_days": 1476.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632283200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895245401,
"expiration_time": 1762542720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 80,
"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": [
[
261935.9701297943,
86284.9860346293,
175650.9840951649,
74034.2030373653,
-41558.8413629063,
115593.0444002717
],
[
261.93597,
86.284986,
175.650984,
74.034203,
-41.558841,
115.593044
],
[
0.177383,
0.058432,
0.118951,
0.037529,
-0.036369,
0.052038
],
[
10,
10,
10,
10,
10,
10
],
[
-172359,
-101595,
-143763,
-243698,
-152401,
-157875
],
[
1.271276,
1.177519,
1.366313,
1.076831,
0.91982,
1.259594
],
[
247,
124,
123,
247,
124,
123
],
[
124,
61,
63,
124,
61,
63
],
[
123,
63,
60,
123,
63,
60
],
[
50.202429,
49.193548,
51.219512,
50.202429,
49.193548,
51.219512
],
[
1.261023,
1.216126,
1.301251,
1.068146,
0.949978,
1.199613
],
[
62991,
62991,
59514,
99694,
67890,
99694
],
[
-36566,
-31632,
-36566,
-66425,
-66425,
-63588
],
[
35,
26,
44,
35,
26,
44
],
[
40,
22,
57,
40,
22,
57
],
[
30,
29,
31,
30,
29,
31
],
[
8722,
3228,
5494,
8722,
3228,
5494
],
[
8.583859,
9.750525,
8.583859,
8.583859,
9.750525,
8.583859
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367463,
-139307,
-33114,
-275909,
-579932,
-122984
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8860,
"evaluation_days": 1476.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632283200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895245401,
"expiration_time": 1762542720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 80,
"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) |
|---|