| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 221911.4467 | 63235.8519 | 158675.5948 | -13775.9504 | -123318.6279 | 109542.6775 |
| Total P&L (%) | 221.9114 | 63.2359 | 158.6756 | -13.776 | -123.3186 | 109.5427 |
| Avg Daily Profit (%) | 0.1503 | 0.0428 | 0.1075 | -0.01 | 0 | 0.0501 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151517 | -140012 | -76460 | -451204 | -313592 | -249581 |
| Profit Factor | 1.2625 | 1.1253 | 1.4656 | 0.9925 | 0.8857 | 1.1444 |
| Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
| Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
| Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
| Profitability (%) | 69.3548 | 63.4409 | 75.2688 | 69.3548 | 63.4409 | 75.2688 |
| Ratio Avg Win / Avg Loss | 0.5578 | 0.6485 | 0.4816 | 0.4385 | 0.5104 | 0.376 |
| Largest Winning Trade | 52631 | 52631 | 22917 | 80975 | 80975 | 44044 |
| Largest Losing Trade | -62444 | -51874 | -62444 | -204290 | -148449 | -204290 |
| Avg Bars in Trades | 94 | 105 | 83 | 94 | 105 | 83 |
| Avg Bars in Winners | 51 | 49 | 52 | 51 | 49 | 52 |
| Avg Bars in Losers | 192 | 203 | 175 | 192 | 203 | 175 |
| Bars Traded | 17546 | 9823 | 7723 | 17546 | 9823 | 7723 |
| Profit Streak | 10.2626 | 17.8459 | 10.2626 | 10.2626 | 17.8459 | 10.2626 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 358834 | -218239 | -46189 | -576194 | -578498 | -185437 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17719,
"evaluation_days": 1476.58,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632168000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758889086059,
"expiration_time": 1763315164800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 31,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 142,
"offset": 0,
"std": 2.92671
}
}
} {
"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": [
[
221911.4466727736,
63235.8518953811,
158675.5947773926,
-13775.9504006754,
-123318.6278540568,
109542.6774533817
],
[
221.911447,
63.235852,
158.675595,
-13.77595,
-123.318628,
109.542677
],
[
0.150287,
0.042826,
0.107462,
-0.010038,
0,
0.050112
],
[
10,
10,
10,
10,
10,
10
],
[
-151517,
-140012,
-76460,
-451204,
-313592,
-249581
],
[
1.262469,
1.1253,
1.465596,
0.992501,
0.885651,
1.144402
],
[
186,
93,
93,
186,
93,
93
],
[
129,
59,
70,
129,
59,
70
],
[
57,
34,
23,
57,
34,
23
],
[
69.354839,
63.44086,
75.268817,
69.354839,
63.44086,
75.268817
],
[
0.557835,
0.648478,
0.481553,
0.438547,
0.510375,
0.376018
],
[
52631,
52631,
22917,
80975,
80975,
44044
],
[
-62444,
-51874,
-62444,
-204290,
-148449,
-204290
],
[
94,
105,
83,
94,
105,
83
],
[
51,
49,
52,
51,
49,
52
],
[
192,
203,
175,
192,
203,
175
],
[
17546,
9823,
7723,
17546,
9823,
7723
],
[
10.26257,
17.845903,
10.26257,
10.26257,
17.845903,
10.26257
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358834,
-218239,
-46189,
-576194,
-578498,
-185437
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17719,
"evaluation_days": 1476.58,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632168000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758889086059,
"expiration_time": 1763315164800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 31,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 142,
"offset": 0,
"std": 2.92671
}
}
}
| # | 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) |
|---|