Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511248.6664 | 213406.4775 | 297842.1889 | 1446662.3341 | 1283776.7852 | 162885.5489 |
Total P&L (%) | 511.2487 | 213.4065 | 297.8422 | 1446.6623 | 1283.7768 | 162.8855 |
Avg Daily Profit (%) | 0.3428 | 0.1431 | 0.1997 | 0.1838 | 0.1763 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85835 | -88136 | -78213 | -1309871 | -1066101 | -1309871 |
Profit Factor | 1.4743 | 1.4583 | 1.4865 | 1.1239 | 1.2785 | 1.023 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 165 | 80 | 85 | 165 | 80 | 85 |
Losing Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Profitability (%) | 54.2763 | 52.6316 | 55.9211 | 54.2763 | 52.6316 | 55.9211 |
Ratio Avg Win / Avg Loss | 1.242 | 1.3124 | 1.1717 | 0.9468 | 1.1507 | 0.8064 |
Largest Winning Trade | 75586 | 75586 | 50612 | 457232 | 457232 | 300807 |
Largest Losing Trade | -47697 | -34808 | -47697 | -1309871 | -298802 | -1309871 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 18 | 14 | 21 | 18 | 14 | 21 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 5710 | 2546 | 3163 | 5710 | 2546 | 3163 |
Profit Streak | 11.8535 | 14.1035 | 0 | 11.8535 | 14.1035 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484395 | 18290 | 364633 | -74995 | 332759 | -301921 |
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5965, "evaluation_days": 1491.25, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1635811200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759976938764, "expiration_time": 1763833320000, "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": "hma", "factors": { "length": 204, "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": [ [ 511248.6663881473, 213406.4775333949, 297842.1888547516, 1446662.3340808193, 1283776.7852070732, 162885.5488737455 ], [ 511.248666, 213.406478, 297.842189, 1446.662334, 1283.776785, 162.885549 ], [ 0.342832, 0.143106, 0.199727, 0.183819, 0.176343, 0.064836 ], [ 10, 10, 10, 10, 10, 10 ], [ -85835, -88136, -78213, -1309871, -1066101, -1309871 ], [ 1.474307, 1.458267, 1.486508, 1.123865, 1.278502, 1.02304 ], [ 304, 152, 152, 304, 152, 152 ], [ 165, 80, 85, 165, 80, 85 ], [ 139, 72, 67, 139, 72, 67 ], [ 54.276316, 52.631579, 55.921053, 54.276316, 52.631579, 55.921053 ], [ 1.241992, 1.312441, 1.171718, 0.946772, 1.150652, 0.806396 ], [ 75586, 75586, 50612, 457232, 457232, 300807 ], [ -47697, -34808, -47697, -1309871, -298802, -1309871 ], [ 18, 16, 20, 18, 16, 20 ], [ 18, 14, 21, 18, 14, 21 ], [ 19, 18, 20, 19, 18, 20 ], [ 5710, 2546, 3163, 5710, 2546, 3163 ], [ 11.853458, 14.103458, 0, 11.853458, 14.103458, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 484395, 18290, 364633, -74995, 332759, -301921 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5965, "evaluation_days": 1491.25, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1635811200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759976938764, "expiration_time": 1763833320000, "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": "hma", "factors": { "length": 204, "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) |
---|