Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536383.7941 | 225760.8284 | 310622.9656 | 1881820.715 | 1479808.2324 | 402012.4825 |
Total P&L (%) | 536.3838 | 225.7608 | 310.623 | 1881.8207 | 1479.8082 | 402.0125 |
Avg Daily Profit (%) | 0.3611 | 0.152 | 0.2091 | 0.2013 | 0.186 | 0.1087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85835 | -87520 | -79623 | -1693327 | -1021308 | -1693327 |
Profit Factor | 1.5022 | 1.4872 | 1.5136 | 1.1536 | 1.3077 | 1.054 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 165 | 80 | 85 | 165 | 80 | 85 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 54.8173 | 53.3333 | 56.2914 | 54.8173 | 53.3333 | 56.2914 |
Ratio Avg Win / Avg Loss | 1.2382 | 1.3013 | 1.1753 | 0.9509 | 1.1442 | 0.8184 |
Largest Winning Trade | 75586 | 75586 | 50612 | 432171 | 432171 | 365871 |
Largest Losing Trade | -47697 | -34808 | -47697 | -1693327 | -328300 | -1693327 |
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 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 5677 | 2508 | 3169 | 5677 | 2508 | 3169 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475570 | 337638 | 375029 | -42655 | 323609 | -209323 |
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5942, "evaluation_days": 1485.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1635832800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759479681556, "expiration_time": 1763321616000, "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": 205, "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": [ [ 536383.7940780674, 225760.8284463761, 310622.9656316909, 1881820.7149504733, 1479808.232411958, 402012.482538514 ], [ 536.383794, 225.760828, 310.622966, 1881.820715, 1479.808232, 402.012483 ], [ 0.36108, 0.151976, 0.209103, 0.201252, 0.185961, 0.108673 ], [ 10, 10, 10, 10, 10, 10 ], [ -85835, -87520, -79623, -1693327, -1021308, -1693327 ], [ 1.50217, 1.48719, 1.513648, 1.153649, 1.307708, 1.054046 ], [ 301, 150, 151, 301, 150, 151 ], [ 165, 80, 85, 165, 80, 85 ], [ 136, 70, 66, 136, 70, 66 ], [ 54.817276, 53.333333, 56.291391, 54.817276, 53.333333, 56.291391 ], [ 1.238152, 1.301292, 1.175303, 0.950887, 1.144245, 0.818435 ], [ 75586, 75586, 50612, 432171, 432171, 365871 ], [ -47697, -34808, -47697, -1693327, -328300, -1693327 ], [ 18, 16, 20, 18, 16, 20 ], [ 18, 14, 21, 18, 14, 21 ], [ 19, 19, 20, 19, 19, 20 ], [ 5677, 2508, 3169, 5677, 2508, 3169 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 475570, 337638, 375029, -42655, 323609, -209323 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5942, "evaluation_days": 1485.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1635832800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759479681556, "expiration_time": 1763321616000, "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": 205, "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) |
---|