Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535980.0526 | 224035.7081 | 311944.3445 | 5188380.7358 | 2626883.2786 | 2561497.4572 |
Total P&L (%) | 535.9801 | 224.0357 | 311.9443 | 5188.3807 | 2626.8833 | 2561.4975 |
Avg Daily Profit (%) | 0.3615 | 0.1511 | 0.2104 | 0.268 | 0.2232 | 0.2216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46742 | -62510 | -47330 | -2428025 | -2040760 | -2428025 |
Profit Factor | 2.7826 | 2.4547 | 3.127 | 1.5624 | 1.6701 | 1.4827 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 65.8824 | 65.1163 | 66.6667 | 65.8824 | 65.1163 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.441 | 1.315 | 1.5635 | 0.8091 | 0.8947 | 0.7414 |
Largest Winning Trade | 59907 | 59907 | 54378 | 1572853 | 993225 | 1572853 |
Largest Losing Trade | -33296 | -32908 | -33296 | -2428025 | -1236841 | -2428025 |
Avg Bars in Trades | 31 | 24 | 38 | 31 | 24 | 38 |
Avg Bars in Winners | 29 | 20 | 38 | 29 | 20 | 38 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 2649 | 1050 | 1599 | 2649 | 1050 | 1599 |
Profit Streak | 76.7485 | 170.2485 | 0 | 76.7485 | 170.2485 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602620 | 518857 | 572007 | 423401 | 441538 | 358559 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2965, "evaluation_days": 1482.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1636891200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759211873604, "expiration_time": 1763033040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 134, "offset": 0, "std": 2.09467 } } }
{ "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": [ [ 535980.0526128648, 224035.7081046491, 311944.3445082153, 5188380.735834826, 2626883.278632024, 2561497.4572028 ], [ 535.980053, 224.035708, 311.944345, 5188.380736, 2626.883279, 2561.497457 ], [ 0.361538, 0.15112, 0.210418, 0.268021, 0.223233, 0.221592 ], [ 10, 10, 10, 10, 10, 10 ], [ -46742, -62510, -47330, -2428025, -2040760, -2428025 ], [ 2.78264, 2.454697, 3.12702, 1.562353, 1.670121, 1.482738 ], [ 85, 43, 42, 85, 43, 42 ], [ 56, 28, 28, 56, 28, 28 ], [ 29, 15, 14, 29, 15, 14 ], [ 65.882353, 65.116279, 66.666667, 65.882353, 65.116279, 66.666667 ], [ 1.44101, 1.315016, 1.56351, 0.809075, 0.894707, 0.741369 ], [ 59907, 59907, 54378, 1572853, 993225, 1572853 ], [ -33296, -32908, -33296, -2428025, -1236841, -2428025 ], [ 31, 24, 38, 31, 24, 38 ], [ 29, 20, 38, 29, 20, 38 ], [ 34, 31, 37, 34, 31, 37 ], [ 2649, 1050, 1599, 2649, 1050, 1599 ], [ 76.748537, 170.248537, 0, 76.748537, 170.248537, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 602620, 518857, 572007, 423401, 441538, 358559 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2965, "evaluation_days": 1482.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1636891200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759211873604, "expiration_time": 1763033040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 134, "offset": 0, "std": 2.09467 } } }
# | 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) |
---|