| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 383117.1099 | 119707.6931 | 263409.4168 | 851669.4773 | 293103.5227 | 558565.9546 |
| Total P&L (%) | 383.1171 | 119.7077 | 263.4094 | 851.6695 | 293.1035 | 558.566 |
| Avg Daily Profit (%) | 0.2581 | 0.0806 | 0.1774 | 0.1519 | 0.0923 | 0.1271 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74611 | -62875 | -64995 | -635267 | -547506 | -454338 |
| Profit Factor | 1.8429 | 1.5317 | 2.1483 | 1.267 | 1.1903 | 1.3385 |
| Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
| Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
| Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Profitability (%) | 57.8512 | 56.6667 | 59.0164 | 57.8512 | 56.6667 | 59.0164 |
| Ratio Avg Win / Avg Loss | 1.3427 | 1.1713 | 1.4919 | 0.9231 | 0.9103 | 0.9295 |
| Largest Winning Trade | 72335 | 45462 | 72335 | 215413 | 193024 | 215413 |
| Largest Losing Trade | -62467 | -39930 | -62467 | -409819 | -409819 | -399263 |
| Avg Bars in Trades | 23 | 23 | 24 | 23 | 23 | 24 |
| Avg Bars in Winners | 24 | 21 | 26 | 24 | 21 | 26 |
| Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
| Bars Traded | 2855 | 1385 | 1470 | 2855 | 1385 | 1470 |
| Profit Streak | 47.5254 | 47.5254 | 76.5254 | 47.5254 | 47.5254 | 76.5254 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 487355 | -251267 | -148865 | 319544 | -250089 | -183603 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2969,
"evaluation_days": 1484.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634817600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759408598591,
"expiration_time": 1763211024000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 60
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 86,
"offset": 0,
"a": 0.55949
}
}
} {
"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": [
[
383117.1099087408,
119707.6930706264,
263409.4168381146,
851669.4772637521,
293103.5226792551,
558565.9545844975
],
[
383.11711,
119.707693,
263.409417,
851.669477,
293.103523,
558.565955
],
[
0.258078,
0.080638,
0.17744,
0.151887,
0.092256,
0.127052
],
[
10,
10,
10,
10,
10,
10
],
[
-74611,
-62875,
-64995,
-635267,
-547506,
-454338
],
[
1.842865,
1.53168,
2.148294,
1.26698,
1.190346,
1.338491
],
[
121,
60,
61,
121,
60,
61
],
[
70,
34,
36,
70,
34,
36
],
[
51,
26,
25,
51,
26,
25
],
[
57.85124,
56.666667,
59.016393,
57.85124,
56.666667,
59.016393
],
[
1.342658,
1.171285,
1.491871,
0.923085,
0.910265,
0.929507
],
[
72335,
45462,
72335,
215413,
193024,
215413
],
[
-62467,
-39930,
-62467,
-409819,
-409819,
-399263
],
[
23,
23,
24,
23,
23,
24
],
[
24,
21,
26,
24,
21,
26
],
[
22,
24,
20,
22,
24,
20
],
[
2855,
1385,
1470,
2855,
1385,
1470
],
[
47.525447,
47.525447,
76.525447,
47.525447,
47.525447,
76.525447
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
487355,
-251267,
-148865,
319544,
-250089,
-183603
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2969,
"evaluation_days": 1484.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634817600000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759408598591,
"expiration_time": 1763211024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 60
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 86,
"offset": 0,
"a": 0.55949
}
}
}
| # | 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) |
|---|