Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236436.608 | 58620.7893 | 177815.8187 | -258660.965 | -145254.8135 | -113406.1516 |
Total P&L (%) | 236.4366 | 58.6208 | 177.8158 | -258.661 | -145.2548 | -113.4062 |
Avg Daily Profit (%) | 0.1598 | 0.0396 | 0.1202 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211599 | -91816 | -171480 | -585707 | -153084 | -477341 |
Profit Factor | 1.4136 | 1.2697 | 1.5019 | 0.7506 | 0.59 | 0.8339 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 68 | 32 | 36 | 41 | 20 | 21 |
Losing Trades | 26 | 15 | 11 | 53 | 27 | 26 |
Profitability (%) | 72.3404 | 68.0851 | 76.5957 | 43.617 | 42.5532 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.5405 | 0.5952 | 0.4589 | 0.9703 | 0.7965 | 1.0324 |
Largest Winning Trade | 37581 | 37581 | 36015 | 84919 | 60811 | 84919 |
Largest Losing Trade | -126193 | -35122 | -126193 | -290261 | -92642 | -290261 |
Avg Bars in Trades | 44 | 30 | 58 | 44 | 30 | 58 |
Avg Bars in Winners | 32 | 22 | 41 | 59 | 35 | 82 |
Avg Bars in Losers | 76 | 48 | 114 | 33 | 27 | 39 |
Bars Traded | 4198 | 1440 | 2758 | 4198 | 1440 | 2758 |
Profit Streak | 51.1026 | 81.4359 | 51.1026 | 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 | 404170 | -139109 | -28796 | -583009 | -583592 | -581098 |
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4438, "evaluation_days": 1479.33, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634889600000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758940064912, "expiration_time": 1762765632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 131, "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": [ [ 236436.6079804841, 58620.7893278556, 177815.8186526285, -258660.9650278487, -145254.8134559377, -113406.151571911 ], [ 236.436608, 58.620789, 177.815819, -258.660965, -145.254813, -113.406152 ], [ 0.159827, 0.039627, 0.1202, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -211599, -91816, -171480, -585707, -153084, -477341 ], [ 1.413575, 1.26968, 1.501853, 0.750575, 0.589993, 0.833899 ], [ 94, 47, 47, 94, 47, 47 ], [ 68, 32, 36, 41, 20, 21 ], [ 26, 15, 11, 53, 27, 26 ], [ 72.340426, 68.085106, 76.595745, 43.617021, 42.553191, 44.680851 ], [ 0.540484, 0.595163, 0.458899, 0.970256, 0.79649, 1.032447 ], [ 37581, 37581, 36015, 84919, 60811, 84919 ], [ -126193, -35122, -126193, -290261, -92642, -290261 ], [ 44, 30, 58, 44, 30, 58 ], [ 32, 22, 41, 59, 35, 82 ], [ 76, 48, 114, 33, 27, 39 ], [ 4198, 1440, 2758, 4198, 1440, 2758 ], [ 51.102603, 81.435936, 51.102603, 0, 0, 0 ], [ 3, 2, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404170, -139109, -28796, -583009, -583592, -581098 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4438, "evaluation_days": 1479.33, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634889600000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758940064912, "expiration_time": 1762765632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 131, "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) |
---|