Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229768.2632 | 23928.7447 | 205839.5185 | 81538.1348 | -190600.3059 | 272138.4408 |
Total P&L (%) | 229.7683 | 23.9287 | 205.8395 | 81.5381 | -190.6003 | 272.1384 |
Avg Daily Profit (%) | 0.1538 | 0.016 | 0.1378 | 0.0399 | 0 | 0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130221 | -89589 | -64540 | -693505 | -574499 | -406593 |
Profit Factor | 1.3521 | 1.0674 | 1.6923 | 1.0339 | 0.8556 | 1.251 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 52 | 42.8571 | 61.2903 | 52 | 42.8571 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.2481 | 1.4232 | 1.0688 | 0.9544 | 1.1408 | 0.7901 |
Largest Winning Trade | 60504 | 60504 | 43799 | 168431 | 168431 | 151152 |
Largest Losing Trade | -36988 | -29889 | -36988 | -190562 | -190562 | -183831 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 2919 | 1328 | 1591 | 2919 | 1328 | 1591 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305908 | -471597 | -159384 | -323580 | -728569 | -229759 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2987, "evaluation_days": 1493.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632873600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760179563579, "expiration_time": 1764011952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 41, "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": [ [ 229768.2632285773, 23928.7446979864, 205839.5185305909, 81538.1348490952, -190600.3059266955, 272138.4407757911 ], [ 229.768263, 23.928745, 205.839519, 81.538135, -190.600306, 272.138441 ], [ 0.153846, 0.016022, 0.137824, 0.039934, 0, 0.088026 ], [ 10, 10, 10, 10, 10, 10 ], [ -130221, -89589, -64540, -693505, -574499, -406593 ], [ 1.352115, 1.067365, 1.692299, 1.033914, 0.855632, 1.251045 ], [ 125, 63, 62, 125, 63, 62 ], [ 65, 27, 38, 65, 27, 38 ], [ 60, 36, 24, 60, 36, 24 ], [ 52, 42.857143, 61.290323, 52, 42.857143, 61.290323 ], [ 1.248106, 1.423153, 1.068821, 0.954382, 1.140843, 0.790133 ], [ 60504, 60504, 43799, 168431, 168431, 151152 ], [ -36988, -29889, -36988, -190562, -190562, -183831 ], [ 23, 21, 25, 23, 21, 25 ], [ 25, 23, 27, 25, 23, 27 ], [ 20, 19, 22, 20, 19, 22 ], [ 2919, 1328, 1591, 2919, 1328, 1591 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305908, -471597, -159384, -323580, -728569, -229759 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2987, "evaluation_days": 1493.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632873600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760179563579, "expiration_time": 1764011952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 41, "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) |
---|