Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229905.7386 | 58847.1136 | 171058.6251 | 175986.6421 | -38548.5211 | 214535.1632 |
Total P&L (%) | 229.9057 | 58.8471 | 171.0586 | 175.9866 | -38.5485 | 214.5352 |
Avg Daily Profit (%) | 0.1548 | 0.0396 | 0.1152 | 0.0684 | -0.0328 | 0.0772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60156 | -60316 | -33965 | -199829 | -247837 | -97275 |
Profit Factor | 1.7012 | 1.2532 | 2.7913 | 1.2286 | 0.9281 | 1.9193 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 85.9649 | 85.9649 | 85.9649 | 85.9649 | 85.9649 | 85.9649 |
Ratio Avg Win / Avg Loss | 0.2777 | 0.2046 | 0.4557 | 0.2006 | 0.1515 | 0.3134 |
Largest Winning Trade | 34793 | 34793 | 26092 | 35984 | 35984 | 34528 |
Largest Losing Trade | -59631 | -59631 | -33965 | -195477 | -195477 | -97275 |
Avg Bars in Trades | 22 | 29 | 15 | 22 | 29 | 15 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 112 | 161 | 62 | 112 | 161 | 62 |
Bars Traded | 2562 | 1654 | 908 | 2562 | 1654 | 908 |
Profit Streak | 38.1791 | 84.6791 | 38.1791 | 38.1791 | 84.6791 | 38.1791 |
Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527920 | -316409 | -210522 | -96690 | -754588 | -262847 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2971, "evaluation_days": 1485.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1637928000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759465076650, "expiration_time": 1763300016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 158, "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": [ [ 229905.7386207395, 58847.1135509274, 171058.6250698122, 175986.6420789893, -38548.5211281409, 214535.1632071302 ], [ 229.905739, 58.847114, 171.058625, 175.986642, -38.548521, 214.535163 ], [ 0.154767, 0.039614, 0.115152, 0.068363, -0.032773, 0.077171 ], [ 10, 10, 10, 10, 10, 10 ], [ -60156, -60316, -33965, -199829, -247837, -97275 ], [ 1.701199, 1.253233, 2.791345, 1.228601, 0.928143, 1.919271 ], [ 114, 57, 57, 114, 57, 57 ], [ 98, 49, 49, 98, 49, 49 ], [ 16, 8, 8, 16, 8, 8 ], [ 85.964912, 85.964912, 85.964912, 85.964912, 85.964912, 85.964912 ], [ 0.277747, 0.204609, 0.45573, 0.200588, 0.151534, 0.31335 ], [ 34793, 34793, 26092, 35984, 35984, 34528 ], [ -59631, -59631, -33965, -195477, -195477, -97275 ], [ 22, 29, 15, 22, 29, 15 ], [ 7, 7, 8, 7, 7, 8 ], [ 112, 161, 62, 112, 161, 62 ], [ 2562, 1654, 908, 2562, 1654, 908 ], [ 38.179128, 84.679128, 38.179128, 38.179128, 84.679128, 38.179128 ], [ 9, 6, 4, 9, 6, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 527920, -316409, -210522, -96690, -754588, -262847 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2971, "evaluation_days": 1485.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1637928000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759465076650, "expiration_time": 1763300016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 158, "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) |
---|