Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521494.5682 | 219844.8003 | 301649.7679 | 1133362.9909 | 734956.5531 | 398406.4377 |
Total P&L (%) | 521.4946 | 219.8448 | 301.6498 | 1133.363 | 734.9566 | 398.4064 |
Avg Daily Profit (%) | 0.3511 | 0.148 | 0.2031 | 0.1693 | 0.143 | 0.1082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151626 | -66606 | -138838 | -485702 | -137112 | -481645 |
Profit Factor | 1.826 | 1.7095 | 1.9382 | 1.8622 | 2.486 | 1.4859 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 55.2 | 53.9683 | 56.4516 | 55.2 | 53.9683 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.4819 | 1.4581 | 1.4951 | 1.5114 | 2.1204 | 1.1463 |
Largest Winning Trade | 68730 | 68730 | 47993 | 298601 | 298601 | 109045 |
Largest Losing Trade | -81449 | -31906 | -81449 | -374711 | -65983 | -374711 |
Avg Bars in Trades | 22 | 20 | 25 | 22 | 20 | 25 |
Avg Bars in Winners | 24 | 19 | 28 | 24 | 19 | 28 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 2841 | 1269 | 1572 | 2841 | 1269 | 1572 |
Profit Streak | 119.0773 | 119.5773 | 119.0773 | 119.0773 | 119.5773 | 119.0773 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523037 | -137818 | -141462 | 509620 | -141498 | -199015 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 2.79452 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "offset": 0 } } }
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{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2971, "evaluation_days": 1485.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1633219200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759456279238, "expiration_time": 1763300016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 40, "offset": 0, "multiplier": 2.79452 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "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) |
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