| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 241117.9752 | 40221.6635 | 200896.3117 | 81260.4135 | -111367.0651 | 192627.4787 |
| Total P&L (%) | 241.118 | 40.2217 | 200.8963 | 81.2604 | -111.3671 | 192.6275 |
| Avg Daily Profit (%) | 0.1623 | 0.0271 | 0.1352 | 0.04 | 0 | 0.0723 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95584 | -103523 | -71447 | -247601 | -238942 | -129212 |
| Profit Factor | 1.2456 | 1.0737 | 1.4607 | 1.0536 | 0.8705 | 1.2942 |
| Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
| Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
| Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
| Profitability (%) | 48.7705 | 46.7213 | 50.8197 | 48.7705 | 46.7213 | 50.8197 |
| Ratio Avg Win / Avg Loss | 1.3085 | 1.2244 | 1.4136 | 1.1068 | 0.9927 | 1.2525 |
| Largest Winning Trade | 40881 | 40881 | 40858 | 98259 | 68526 | 98259 |
| Largest Losing Trade | -51838 | -34919 | -51838 | -85618 | -85618 | -59066 |
| Avg Bars in Trades | 11 | 9 | 13 | 11 | 9 | 13 |
| Avg Bars in Winners | 15 | 12 | 17 | 15 | 12 | 17 |
| Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
| Bars Traded | 2879 | 1207 | 1672 | 2879 | 1207 | 1672 |
| Profit Streak | 11.0774 | 0 | 25.0774 | 11.0774 | 0 | 25.0774 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315608 | -299557 | -10244 | -299215 | -582005 | -95170 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2971,
"evaluation_days": 1485.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633867200000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759456285855,
"expiration_time": 1763300016000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 64,
"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": [
[
241117.9751546693,
40221.6634596691,
200896.3116950002,
81260.4135456022,
-111367.0651473276,
192627.4786929299
],
[
241.117975,
40.221663,
200.896312,
81.260414,
-111.367065,
192.627479
],
[
0.162314,
0.027076,
0.135238,
0.040046,
0,
0.072307
],
[
10,
10,
10,
10,
10,
10
],
[
-95584,
-103523,
-71447,
-247601,
-238942,
-129212
],
[
1.245648,
1.073732,
1.46072,
1.053643,
0.870525,
1.294227
],
[
244,
122,
122,
244,
122,
122
],
[
119,
57,
62,
119,
57,
62
],
[
125,
65,
60,
125,
65,
60
],
[
48.770492,
46.721311,
50.819672,
48.770492,
46.721311,
50.819672
],
[
1.308454,
1.224431,
1.4136,
1.106768,
0.992703,
1.252478
],
[
40881,
40881,
40858,
98259,
68526,
98259
],
[
-51838,
-34919,
-51838,
-85618,
-85618,
-59066
],
[
11,
9,
13,
11,
9,
13
],
[
15,
12,
17,
15,
12,
17
],
[
8,
7,
9,
8,
7,
9
],
[
2879,
1207,
1672,
2879,
1207,
1672
],
[
11.077382,
0,
25.077382,
11.077383,
0,
25.077383
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315608,
-299557,
-10244,
-299215,
-582005,
-95170
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2971,
"evaluation_days": 1485.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633867200000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759456285855,
"expiration_time": 1763300016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 64,
"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) |
|---|