| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 318168.438 | 101897.1904 | 216271.2476 | -1426291.0162 | -789679.8563 | -636611.1599 |
| Total P&L (%) | 318.1684 | 101.8972 | 216.2712 | -1426.291 | -789.6799 | -636.6112 |
| Avg Daily Profit (%) | 0.2134 | 0.0683 | 0.1451 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174429 | -69668 | -161883 | -1842308 | -839104 | -1127609 |
| Profit Factor | 1.5628 | 1.4275 | 1.6615 | 0.6849 | 0.5948 | 0.7529 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 62 | 28 | 34 | 39 | 19 | 20 |
| Losing Trades | 29 | 18 | 11 | 52 | 27 | 25 |
| Profitability (%) | 68.1319 | 60.8696 | 75.5556 | 42.8571 | 41.3043 | 44.4444 |
| Ratio Avg Win / Avg Loss | 0.731 | 0.9177 | 0.5375 | 0.9131 | 0.8453 | 0.9412 |
| Largest Winning Trade | 48387 | 48387 | 43927 | 565182 | 243469 | 565182 |
| Largest Losing Trade | -154915 | -42340 | -154915 | -631089 | -190149 | -631089 |
| Avg Bars in Trades | 95 | 52 | 138 | 95 | 52 | 138 |
| Avg Bars in Winners | 78 | 40 | 109 | 89 | 49 | 128 |
| Avg Bars in Losers | 131 | 72 | 227 | 99 | 55 | 146 |
| Bars Traded | 8659 | 2427 | 6232 | 8659 | 2427 | 6232 |
| Profit Streak | 68.1428 | 209.3094 | 68.1428 | 0 | 0 | 0 |
| Trades During Streak | 5 | 7 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436183 | -99535 | 192066 | -583312 | -584086 | -582872 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8945,
"evaluation_days": 1490.83,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632744000000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759951536369,
"expiration_time": 1763803440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 106,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 112,
"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": [
[
318168.4379502971,
101897.1903809006,
216271.2475693964,
-1426291.0161956125,
-789679.8563040073,
-636611.1598916054
],
[
318.168438,
101.89719,
216.271248,
-1426.291016,
-789.679856,
-636.61116
],
[
0.213417,
0.068349,
0.145068,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-174429,
-69668,
-161883,
-1842308,
-839104,
-1127609
],
[
1.562842,
1.427539,
1.661471,
0.684851,
0.594815,
0.752948
],
[
91,
46,
45,
91,
46,
45
],
[
62,
28,
34,
39,
19,
20
],
[
29,
18,
11,
52,
27,
25
],
[
68.131868,
60.869565,
75.555556,
42.857143,
41.304348,
44.444444
],
[
0.731007,
0.917703,
0.537535,
0.913134,
0.845264,
0.941185
],
[
48387,
48387,
43927,
565182,
243469,
565182
],
[
-154915,
-42340,
-154915,
-631089,
-190149,
-631089
],
[
95,
52,
138,
95,
52,
138
],
[
78,
40,
109,
89,
49,
128
],
[
131,
72,
227,
99,
55,
146
],
[
8659,
2427,
6232,
8659,
2427,
6232
],
[
68.142782,
209.309449,
68.142782,
0,
0,
0
],
[
5,
7,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436183,
-99535,
192066,
-583312,
-584086,
-582872
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8945,
"evaluation_days": 1490.83,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632744000000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759951536369,
"expiration_time": 1763803440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 106,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 112,
"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) |
|---|