Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406920.3229 | 97845.6804 | 309074.6424 | 554899.9803 | 502585.0426 | 52314.9377 |
Total P&L (%) | 406.9203 | 97.8457 | 309.0746 | 554.9 | 502.585 | 52.3149 |
Avg Daily Profit (%) | 0.2723 | 0.0655 | 0.2069 | 0.1259 | 0.1203 | 0.0282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106446 | -34665 | -115557 | -1377192 | -184131 | -1358943 |
Profit Factor | 1.8072 | 1.5892 | 1.9143 | 1.1636 | 1.6314 | 1.0202 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 58.8608 | 53.1646 | 64.557 | 58.8608 | 53.1646 | 64.557 |
Ratio Avg Win / Avg Loss | 1.2631 | 1.4 | 1.051 | 0.8133 | 1.4372 | 0.5601 |
Largest Winning Trade | 53794 | 28112 | 53794 | 239431 | 229963 | 239431 |
Largest Losing Trade | -77407 | -10815 | -77407 | -1182631 | -107809 | -1182631 |
Avg Bars in Trades | 54 | 11 | 97 | 54 | 11 | 97 |
Avg Bars in Winners | 50 | 12 | 81 | 50 | 12 | 81 |
Avg Bars in Losers | 59 | 9 | 125 | 59 | 9 | 125 |
Bars Traded | 8579 | 874 | 7705 | 8579 | 874 | 7705 |
Profit Streak | 119.2554 | 119.2554 | 158.0887 | 119.2554 | 119.2554 | 158.0887 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499851 | -129347 | -13207 | -63495 | -55748 | -379868 |
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8965, "evaluation_days": 1494.17, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633478400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760234867347, "expiration_time": 1764100080000, "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": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 406920.3228860155, 97845.6804483095, 309074.6424377059, 554899.9803153906, 502585.0426335465, 52314.9376818444 ], [ 406.920323, 97.84568, 309.074642, 554.89998, 502.585043, 52.314938 ], [ 0.272339, 0.065485, 0.206854, 0.125855, 0.120277, 0.028165 ], [ 10, 10, 10, 10, 10, 10 ], [ -106446, -34665, -115557, -1377192, -184131, -1358943 ], [ 1.80717, 1.589185, 1.914252, 1.163594, 1.631378, 1.020153 ], [ 158, 79, 79, 158, 79, 79 ], [ 93, 42, 51, 93, 42, 51 ], [ 65, 37, 28, 65, 37, 28 ], [ 58.860759, 53.164557, 64.556962, 58.860759, 53.164557, 64.556962 ], [ 1.263075, 1.399996, 1.050962, 0.813265, 1.437166, 0.560084 ], [ 53794, 28112, 53794, 239431, 229963, 239431 ], [ -77407, -10815, -77407, -1182631, -107809, -1182631 ], [ 54, 11, 97, 54, 11, 97 ], [ 50, 12, 81, 50, 12, 81 ], [ 59, 9, 125, 59, 9, 125 ], [ 8579, 874, 7705, 8579, 874, 7705 ], [ 119.255409, 119.255409, 158.088742, 119.255409, 119.255409, 158.088742 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 499851, -129347, -13207, -63495, -55748, -379868 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8965, "evaluation_days": 1494.17, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633478400000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760234867347, "expiration_time": 1764100080000, "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": "kcl", "factors": { "length": 163, "offset": 0, "scalar": 5 } } }
# | 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) |
---|