Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400668.9564 | 165494.6725 | 235174.2839 | 368316.6185 | 229328.6138 | 138988.0047 |
Total P&L (%) | 400.669 | 165.4947 | 235.1743 | 368.3166 | 229.3286 | 138.988 |
Avg Daily Profit (%) | 0.2713 | 0.1121 | 0.1593 | 0.1046 | 0.0807 | 0.059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129003 | -92793 | -129605 | -335459 | -146274 | -326912 |
Profit Factor | 1.3369 | 1.2768 | 1.3976 | 1.1612 | 1.2058 | 1.1187 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Profitability (%) | 51.4815 | 48.1481 | 54.8148 | 51.4815 | 48.1481 | 54.8148 |
Ratio Avg Win / Avg Loss | 1.2599 | 1.375 | 1.1521 | 1.0943 | 1.2985 | 0.9222 |
Largest Winning Trade | 81448 | 81448 | 43680 | 154084 | 154084 | 69295 |
Largest Losing Trade | -50943 | -22942 | -50943 | -106132 | -76022 | -106132 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 34 | 28 | 39 | 34 | 28 | 39 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 8787 | 3822 | 4965 | 8787 | 3822 | 4965 |
Profit Streak | 4.4681 | 0 | 8.6347 | 4.4681 | 0 | 8.6347 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373012 | -44072 | 325852 | -94748 | -86274 | -204647 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 3.81984 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } } }
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{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8860, "evaluation_days": 1476.67, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632009600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885240613, "expiration_time": 1762542720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 49, "offset": 0, "multiplier": 3.81984 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "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) |
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