Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386683.9188 | 103868.0678 | 282815.851 | 537482.2845 | 263669.6227 | 273812.6618 |
Total P&L (%) | 386.6839 | 103.8681 | 282.8159 | 537.4823 | 263.6696 | 273.8127 |
Avg Daily Profit (%) | 0.26 | 0.0698 | 0.1901 | 0.1246 | 0.0868 | 0.0887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118648 | -41810 | -108825 | -701408 | -139705 | -718886 |
Profit Factor | 1.7696 | 1.509 | 1.9479 | 1.2756 | 1.4419 | 1.2023 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 64.7482 | 58.5714 | 71.0145 | 64.7482 | 58.5714 | 71.0145 |
Ratio Avg Win / Avg Loss | 0.9635 | 1.0674 | 0.795 | 0.6945 | 1.0199 | 0.4907 |
Largest Winning Trade | 50516 | 35282 | 50516 | 210360 | 74851 | 210360 |
Largest Losing Trade | -68613 | -24245 | -68613 | -334926 | -87580 | -334926 |
Avg Bars in Trades | 62 | 22 | 102 | 62 | 22 | 102 |
Avg Bars in Winners | 56 | 23 | 84 | 56 | 23 | 84 |
Avg Bars in Losers | 72 | 21 | 145 | 72 | 21 | 145 |
Bars Traded | 8645 | 1585 | 7060 | 8645 | 1585 | 7060 |
Profit Streak | 31.6531 | 33.6531 | 31.6531 | 31.6531 | 33.6531 | 31.6531 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448125 | -190139 | -89957 | -24243 | -167875 | -175156 |
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8925, "evaluation_days": 1487.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632758400000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759664430435, "expiration_time": 1763506800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 36, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 113, "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": [ [ 386683.9188010134, 103868.0677985467, 282815.8510024668, 537482.2844959081, 263669.6226705845, 273812.6618253234 ], [ 386.683919, 103.868068, 282.815851, 537.482284, 263.669623, 273.812662 ], [ 0.259956, 0.069827, 0.190128, 0.124606, 0.086833, 0.088684 ], [ 10, 10, 10, 10, 10, 10 ], [ -118648, -41810, -108825, -701408, -139705, -718886 ], [ 1.769642, 1.509037, 1.947862, 1.275584, 1.44192, 1.202271 ], [ 139, 70, 69, 139, 70, 69 ], [ 90, 41, 49, 90, 41, 49 ], [ 49, 29, 20, 49, 29, 20 ], [ 64.748201, 58.571429, 71.014493, 64.748201, 58.571429, 71.014493 ], [ 0.963472, 1.067368, 0.795046, 0.694485, 1.019894, 0.490723 ], [ 50516, 35282, 50516, 210360, 74851, 210360 ], [ -68613, -24245, -68613, -334926, -87580, -334926 ], [ 62, 22, 102, 62, 22, 102 ], [ 56, 23, 84, 56, 23, 84 ], [ 72, 21, 145, 72, 21, 145 ], [ 8645, 1585, 7060, 8645, 1585, 7060 ], [ 31.65313, 33.65313, 31.65313, 31.65313, 33.65313, 31.65313 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 448125, -190139, -89957, -24243, -167875, -175156 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8925, "evaluation_days": 1487.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1632758400000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759664430435, "expiration_time": 1763506800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 36, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 113, "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) |
---|