| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 347656.7583 | 131828.8538 | 215827.9045 | 269476.839 | -39606.31 | 309083.149 |
| Total P&L (%) | 347.6568 | 131.8289 | 215.8279 | 269.4768 | -39.6063 | 309.0831 |
| Avg Daily Profit (%) | 0.2337 | 0.0886 | 0.1451 | 0.0879 | -0.0339 | 0.0947 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108064 | -69437 | -74520 | -452079 | -438621 | -290110 |
| Profit Factor | 1.5524 | 1.3621 | 1.8134 | 1.1103 | 0.9722 | 1.3033 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 55.8333 | 51.6667 | 60 | 55.8333 | 51.6667 | 60 |
| Ratio Avg Win / Avg Loss | 1.228 | 1.2743 | 1.209 | 0.8783 | 0.9095 | 0.8689 |
| Largest Winning Trade | 117653 | 117653 | 65674 | 222196 | 222196 | 142166 |
| Largest Losing Trade | -40318 | -40318 | -29247 | -172116 | -172116 | -158340 |
| Avg Bars in Trades | 71 | 52 | 91 | 71 | 52 | 91 |
| Avg Bars in Winners | 76 | 46 | 101 | 76 | 46 | 101 |
| Avg Bars in Losers | 66 | 59 | 74 | 66 | 59 | 74 |
| Bars Traded | 8606 | 3143 | 5463 | 8606 | 3143 | 5463 |
| Profit Streak | 0 | 0 | 50.3682 | 0 | 0 | 50.3682 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 381959 | -243154 | -163508 | -175439 | -749742 | -234517 |
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8926,
"evaluation_days": 1487.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634457600000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759668613403,
"expiration_time": 1763521632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 218,
"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": [
[
347656.7582784967,
131828.853809804,
215827.904468693,
269476.8389630098,
-39606.3099879124,
309083.1489509222
],
[
347.656758,
131.828854,
215.827904,
269.476839,
-39.60631,
309.083149
],
[
0.233692,
0.088614,
0.145078,
0.087889,
-0.033892,
0.09474
],
[
10,
10,
10,
10,
10,
10
],
[
-108064,
-69437,
-74520,
-452079,
-438621,
-290110
],
[
1.552403,
1.36214,
1.813443,
1.110273,
0.972198,
1.303279
],
[
120,
60,
60,
120,
60,
60
],
[
67,
31,
36,
67,
31,
36
],
[
53,
29,
24,
53,
29,
24
],
[
55.833333,
51.666667,
60,
55.833333,
51.666667,
60
],
[
1.22802,
1.27426,
1.208962,
0.878275,
0.909476,
0.868853
],
[
117653,
117653,
65674,
222196,
222196,
142166
],
[
-40318,
-40318,
-29247,
-172116,
-172116,
-158340
],
[
71,
52,
91,
71,
52,
91
],
[
76,
46,
101,
76,
46,
101
],
[
66,
59,
74,
66,
59,
74
],
[
8606,
3143,
5463,
8606,
3143,
5463
],
[
0,
0,
50.368211,
0,
0,
50.368211
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
381959,
-243154,
-163508,
-175439,
-749742,
-234517
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8926,
"evaluation_days": 1487.67,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1634457600000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759668613403,
"expiration_time": 1763521632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 142,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 218,
"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) |
|---|