| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 379847.8934 | 116494.8294 | 263353.0641 | 742658.2987 | 423931.4963 | 318726.8024 |
| Total P&L (%) | 379.8479 | 116.4948 | 263.3531 | 742.6583 | 423.9315 | 318.7268 |
| Avg Daily Profit (%) | 0.2569 | 0.0788 | 0.1781 | 0.1442 | 0.1121 | 0.0969 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115495 | -62173 | -91820 | -818949 | -377733 | -704128 |
| Profit Factor | 1.7939 | 1.4716 | 2.1379 | 1.2922 | 1.3898 | 1.2192 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
| Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
| Profitability (%) | 67.3913 | 63.0435 | 71.7391 | 67.3913 | 63.0435 | 71.7391 |
| Ratio Avg Win / Avg Loss | 0.868 | 0.8627 | 0.8422 | 0.6253 | 0.8147 | 0.4803 |
| Largest Winning Trade | 44011 | 44011 | 35533 | 190607 | 185545 | 190607 |
| Largest Losing Trade | -55622 | -42452 | -55622 | -384282 | -142169 | -384282 |
| Avg Bars in Trades | 45 | 33 | 57 | 45 | 33 | 57 |
| Avg Bars in Winners | 38 | 28 | 48 | 38 | 28 | 48 |
| Avg Bars in Losers | 60 | 43 | 82 | 60 | 43 | 82 |
| Bars Traded | 4218 | 1551 | 2667 | 4218 | 1551 | 2667 |
| Profit Streak | 0 | 0 | 140.1548 | 0 | 0 | 140.1548 |
| Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 414347 | -86530 | 469033 | 39088 | -42651 | -61384 |
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4436,
"evaluation_days": 1478.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634774400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758886972478,
"expiration_time": 1762706304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 126,
"offset": 0,
"multiplier": 3.98453
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 114,
"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": [
[
379847.8934423228,
116494.8293771956,
263353.0640651273,
742658.2987076546,
423931.4963073555,
318726.8024002992
],
[
379.847893,
116.494829,
263.353064,
742.658299,
423.931496,
318.726802
],
[
0.256885,
0.078784,
0.178101,
0.144246,
0.112068,
0.096894
],
[
10,
10,
10,
10,
10,
10
],
[
-115495,
-62173,
-91820,
-818949,
-377733,
-704128
],
[
1.793933,
1.471638,
2.137901,
1.292245,
1.389842,
1.219241
],
[
92,
46,
46,
92,
46,
46
],
[
62,
29,
33,
62,
29,
33
],
[
30,
17,
13,
30,
17,
13
],
[
67.391304,
63.043478,
71.73913,
67.391304,
63.043478,
71.73913
],
[
0.868032,
0.862684,
0.842203,
0.62528,
0.814735,
0.480307
],
[
44011,
44011,
35533,
190607,
185545,
190607
],
[
-55622,
-42452,
-55622,
-384282,
-142169,
-384282
],
[
45,
33,
57,
45,
33,
57
],
[
38,
28,
48,
38,
28,
48
],
[
60,
43,
82,
60,
43,
82
],
[
4218,
1551,
2667,
4218,
1551,
2667
],
[
0,
0,
140.154774,
0,
0,
140.154774
],
[
0,
0,
5,
0,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
414347,
-86530,
469033,
39088,
-42651,
-61384
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4436,
"evaluation_days": 1478.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634774400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758886972478,
"expiration_time": 1762706304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 126,
"offset": 0,
"multiplier": 3.98453
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 114,
"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) |
|---|