| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 485308.0748 | 183914.5071 | 301393.5677 | 1155111.4981 | 763716.1763 | 391395.3219 |
| Total P&L (%) | 485.3081 | 183.9145 | 301.3936 | 1155.1115 | 763.7162 | 391.3953 |
| Avg Daily Profit (%) | 0.3264 | 0.1237 | 0.2027 | 0.1703 | 0.1451 | 0.1071 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132108 | -98250 | -108470 | -3077355 | -2030991 | -1804623 |
| Profit Factor | 1.5466 | 1.3866 | 1.7313 | 1.1146 | 1.1467 | 1.0804 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
| Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
| Profitability (%) | 54.9451 | 49.4505 | 60.4396 | 54.9451 | 49.4505 | 60.4396 |
| Ratio Avg Win / Avg Loss | 1.2682 | 1.4174 | 1.1332 | 0.914 | 1.1721 | 0.7072 |
| Largest Winning Trade | 65366 | 65366 | 39143 | 871648 | 871648 | 548218 |
| Largest Losing Trade | -40586 | -38084 | -40586 | -773436 | -516154 | -773436 |
| Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
| Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
| Bars Traded | 4360 | 2183 | 2177 | 4360 | 2183 | 2177 |
| Profit Streak | 25.0031 | 33.0031 | 25.0031 | 25.0031 | 33.0031 | 25.0031 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 490629 | -26535 | 420399 | -84961 | -57378 | -181859 |
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4461,
"evaluation_days": 1487,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633420800000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759622665264,
"expiration_time": 1763447904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 80,
"offset": 0,
"std": 3.38272
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.05527,
"nb": 0.1,
"nc": 0.49923
}
}
} {
"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": [
[
485308.0747596098,
183914.5070988439,
301393.5676607657,
1155111.498110227,
763716.1762560499,
391395.3218541779
],
[
485.308075,
183.914507,
301.393568,
1155.111498,
763.716176,
391.395322
],
[
0.326367,
0.123682,
0.202686,
0.170273,
0.1451,
0.107124
],
[
10,
10,
10,
10,
10,
10
],
[
-132108,
-98250,
-108470,
-3077355,
-2030991,
-1804623
],
[
1.546623,
1.386634,
1.731273,
1.114648,
1.146657,
1.080405
],
[
182,
91,
91,
182,
91,
91
],
[
100,
45,
55,
100,
45,
55
],
[
82,
46,
36,
82,
46,
36
],
[
54.945055,
49.450549,
60.43956,
54.945055,
49.450549,
60.43956
],
[
1.268231,
1.417448,
1.133197,
0.914012,
1.172139,
0.707175
],
[
65366,
65366,
39143,
871648,
871648,
548218
],
[
-40586,
-38084,
-40586,
-773436,
-516154,
-773436
],
[
23,
23,
23,
23,
23,
23
],
[
23,
24,
23,
23,
24,
23
],
[
23,
23,
23,
23,
23,
23
],
[
4360,
2183,
2177,
4360,
2183,
2177
],
[
25.00307,
33.00307,
25.00307,
25.00307,
33.00307,
25.00307
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
490629,
-26535,
420399,
-84961,
-57378,
-181859
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4461,
"evaluation_days": 1487,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633420800000,
"last_datapoint_time": 1759593600000,
"evaluation_time": 1759622665264,
"expiration_time": 1763447904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 80,
"offset": 0,
"std": 3.38272
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.05527,
"nb": 0.1,
"nc": 0.49923
}
}
}
| # | 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) |
|---|