Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375374.5748 | 129019.2219 | 246355.3528 | 354656.1981 | 244157.5208 | 110498.6773 |
Total P&L (%) | 375.3746 | 129.0192 | 246.3554 | 354.6562 | 244.1575 | 110.4987 |
Avg Daily Profit (%) | 0.2542 | 0.0874 | 0.1668 | 0.1026 | 0.0837 | 0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153707 | -79593 | -120320 | -512393 | -264533 | -470083 |
Profit Factor | 1.319 | 1.2171 | 1.4229 | 1.1334 | 1.1942 | 1.0789 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 173 | 82 | 91 | 173 | 82 | 91 |
Losing Trades | 138 | 74 | 64 | 138 | 74 | 64 |
Profitability (%) | 55.627 | 52.5641 | 58.7097 | 55.627 | 52.5641 | 58.7097 |
Ratio Avg Win / Avg Loss | 1.0522 | 1.0984 | 1.0007 | 0.9041 | 1.0777 | 0.7588 |
Largest Winning Trade | 67336 | 67336 | 43008 | 151838 | 151838 | 123938 |
Largest Losing Trade | -28350 | -19557 | -28350 | -168088 | -75130 | -168088 |
Avg Bars in Trades | 18 | 14 | 22 | 18 | 14 | 22 |
Avg Bars in Winners | 17 | 13 | 21 | 17 | 13 | 21 |
Avg Bars in Losers | 20 | 16 | 24 | 20 | 16 | 24 |
Bars Traded | 5806 | 2337 | 3468 | 5806 | 2337 | 3468 |
Profit Streak | 0 | 0 | 8.0805 | 0 | 0 | 8.0805 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393042 | -75867 | 378361 | -128811 | -87203 | -258688 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 2.70387 } }, "second_band": { "type": "tema", "factors": { "length": 80, "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": [ [ 375374.5747640479, 129019.2219170963, 246355.3528469513, 354656.198086056, 244157.5208154312, 110498.6772706247 ], [ 375.374575, 129.019222, 246.355353, 354.656198, 244.157521, 110.498677 ], [ 0.25419, 0.087367, 0.166823, 0.1026, 0.083728, 0.050415 ], [ 10, 10, 10, 10, 10, 10 ], [ -153707, -79593, -120320, -512393, -264533, -470083 ], [ 1.319011, 1.217148, 1.422906, 1.133414, 1.194201, 1.078867 ], [ 311, 156, 155, 311, 156, 155 ], [ 173, 82, 91, 173, 82, 91 ], [ 138, 74, 64, 138, 74, 64 ], [ 55.62701, 52.564103, 58.709677, 55.62701, 52.564103, 58.709677 ], [ 1.052159, 1.098402, 1.000725, 0.90411, 1.077693, 0.758764 ], [ 67336, 67336, 43008, 151838, 151838, 123938 ], [ -28350, -19557, -28350, -168088, -75130, -168088 ], [ 18, 14, 22, 18, 14, 22 ], [ 17, 13, 21, 17, 13, 21 ], [ 20, 16, 24, 20, 16, 24 ], [ 5806, 2337, 3468, 5806, 2337, 3468 ], [ 0, 0, 8.080522, 0, 0, 8.080522 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 393042, -75867, 378361, -128811, -87203, -258688 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5907, "evaluation_days": 1476.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632852000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758830157089, "expiration_time": 1762542936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 63, "offset": 0, "multiplier": 2.70387 } }, "second_band": { "type": "tema", "factors": { "length": 80, "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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