Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498226.9064 | 208710.7543 | 289516.1521 | -667960.768 | -333471.0031 | -334489.7648 |
Total P&L (%) | 498.2269 | 208.7108 | 289.5162 | -667.9608 | -333.471 | -334.4898 |
Avg Daily Profit (%) | 0.3374 | 0.1413 | 0.1961 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112553 | -58242 | -112406 | -1308884 | -444833 | -894814 |
Profit Factor | 1.8541 | 1.7874 | 1.9097 | 0.7452 | 0.7071 | 0.7744 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 65 | 28 | 37 | 32 | 17 | 15 |
Losing Trades | 30 | 20 | 10 | 63 | 31 | 32 |
Profitability (%) | 68.4211 | 58.3333 | 78.7234 | 33.6842 | 35.4167 | 31.9149 |
Ratio Avg Win / Avg Loss | 0.8558 | 1.2767 | 0.5161 | 1.467 | 1.2895 | 1.652 |
Largest Winning Trade | 57063 | 57063 | 52542 | 530538 | 162084 | 530538 |
Largest Losing Trade | -110614 | -34585 | -110614 | -290130 | -243147 | -290130 |
Avg Bars in Trades | 60 | 55 | 64 | 60 | 55 | 64 |
Avg Bars in Winners | 52 | 47 | 55 | 65 | 59 | 73 |
Avg Bars in Losers | 77 | 65 | 99 | 57 | 53 | 60 |
Bars Traded | 5700 | 2652 | 3048 | 5700 | 2652 | 3048 |
Profit Streak | 62.3912 | 104.3912 | 62.3912 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498402 | 1474 | 460786 | -585203 | -584693 | -584952 |
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5907, "evaluation_days": 1476.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634299200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758835396165, "expiration_time": 1762542936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 147, "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": [ [ 498226.9064134317, 208710.7543254929, 289516.152087939, -667960.7679590285, -333471.0031397452, -334489.7648192833 ], [ 498.226906, 208.710754, 289.516152, -667.960768, -333.471003, -334.489765 ], [ 0.337381, 0.141331, 0.19605, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -112553, -58242, -112406, -1308884, -444833, -894814 ], [ 1.854147, 1.787418, 1.909723, 0.745163, 0.707135, 0.774371 ], [ 95, 48, 47, 95, 48, 47 ], [ 65, 28, 37, 32, 17, 15 ], [ 30, 20, 10, 63, 31, 32 ], [ 68.421053, 58.333333, 78.723404, 33.684211, 35.416667, 31.914894 ], [ 0.85576, 1.276727, 0.516141, 1.467039, 1.289481, 1.651992 ], [ 57063, 57063, 52542, 530538, 162084, 530538 ], [ -110614, -34585, -110614, -290130, -243147, -290130 ], [ 60, 55, 64, 60, 55, 64 ], [ 52, 47, 55, 65, 59, 73 ], [ 77, 65, 99, 57, 53, 60 ], [ 5700, 2652, 3048, 5700, 2652, 3048 ], [ 62.391159, 104.391159, 62.391159, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 498402, 1474, 460786, -585203, -584693, -584952 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5907, "evaluation_days": 1476.75, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634299200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758835396165, "expiration_time": 1762542936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 147, "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) |
---|