Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300018.7679 | 110668.1318 | 189350.6361 | 59.0678 | 10460.3725 | -10401.3047 |
Total P&L (%) | 300.0188 | 110.6681 | 189.3506 | 0.0591 | 10.4604 | -10.4013 |
Avg Daily Profit (%) | 0.2023 | 0.0746 | 0.1277 | 0 | 0.0067 | -0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203041 | -72313 | -175418 | -190314 | -83900 | -231787 |
Profit Factor | 1.3158 | 1.275 | 1.3459 | 1.0001 | 1.0356 | 0.9799 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 56.051 | 56.962 | 55.1282 | 56.051 | 56.962 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.0317 | 0.9633 | 1.0955 | 0.7841 | 0.7825 | 0.7976 |
Largest Winning Trade | 54650 | 54650 | 49461 | 63155 | 37672 | 63155 |
Largest Losing Trade | -78932 | -28439 | -78932 | -91805 | -48385 | -91805 |
Avg Bars in Trades | 36 | 24 | 49 | 36 | 24 | 49 |
Avg Bars in Winners | 34 | 18 | 51 | 34 | 18 | 51 |
Avg Bars in Losers | 39 | 31 | 46 | 39 | 31 | 46 |
Bars Traded | 5784 | 1913 | 3871 | 5784 | 1913 | 3871 |
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 | 339430 | -120526 | -55966 | -579037 | -543836 | -614571 |
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1482.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632744000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759248860815, "expiration_time": 1763076888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 72, "offset": 0, "multiplier": 4.26074 } }, "second_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 1.19293 } } }
{ "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": [ [ 300018.7678547418, 110668.1317599762, 189350.6360947656, 59.0678417839, 10460.3725220124, -10401.3046802285 ], [ 300.018768, 110.668132, 189.350636, 0.059068, 10.460373, -10.401305 ], [ 0.202339, 0.074637, 0.127702, 4.0e-5, 0.00671, -0.007407 ], [ 10, 10, 10, 10, 10, 10 ], [ -203041, -72313, -175418, -190314, -83900, -231787 ], [ 1.315818, 1.274955, 1.34586, 1.000073, 1.035611, 0.979861 ], [ 157, 79, 78, 157, 79, 78 ], [ 88, 45, 43, 88, 45, 43 ], [ 69, 34, 35, 69, 34, 35 ], [ 56.050955, 56.962025, 55.128205, 56.050955, 56.962025, 55.128205 ], [ 1.031721, 0.963299, 1.095468, 0.784148, 0.782462, 0.797562 ], [ 54650, 54650, 49461, 63155, 37672, 63155 ], [ -78932, -28439, -78932, -91805, -48385, -91805 ], [ 36, 24, 49, 36, 24, 49 ], [ 34, 18, 51, 34, 18, 51 ], [ 39, 31, 46, 39, 31, 46 ], [ 5784, 1913, 3871, 5784, 1913, 3871 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339430, -120526, -55966, -579037, -543836, -614571 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1482.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632744000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759248860815, "expiration_time": 1763076888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 72, "offset": 0, "multiplier": 4.26074 } }, "second_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 1.19293 } } }
# | 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) |
---|