Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417712.8834 | 162977.0601 | 254735.8233 | 537259.7402 | 47167.2416 | 490092.4986 |
Total P&L (%) | 417.7129 | 162.9771 | 254.7358 | 537.2597 | 47.1672 | 490.0925 |
Avg Daily Profit (%) | 0.2813 | 0.1097 | 0.1715 | 0.1248 | 0.026 | 0.1196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97758 | -103111 | -66470 | -911987 | -1137428 | -281490 |
Profit Factor | 1.6911 | 1.4742 | 1.9772 | 1.1683 | 1.0235 | 1.4146 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 58.7156 | 50 | 67.2727 | 58.7156 | 50 | 67.2727 |
Ratio Avg Win / Avg Loss | 1.1891 | 1.4742 | 0.9619 | 0.8215 | 1.0235 | 0.6882 |
Largest Winning Trade | 99065 | 99065 | 58713 | 352680 | 352680 | 242004 |
Largest Losing Trade | -62267 | -34792 | -62267 | -404421 | -404421 | -221657 |
Avg Bars in Trades | 78 | 65 | 91 | 78 | 65 | 91 |
Avg Bars in Winners | 78 | 59 | 91 | 78 | 59 | 91 |
Avg Bars in Losers | 78 | 71 | 90 | 78 | 71 | 90 |
Bars Traded | 8535 | 3510 | 5025 | 8535 | 3510 | 5025 |
Profit Streak | 21.9561 | 0 | 40.2894 | 21.9561 | 0 | 40.2894 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445586 | -225398 | -168911 | -61130 | -534474 | -211497 |
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8911, "evaluation_days": 1485.17, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634256000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759460205548, "expiration_time": 1763299152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 117, "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": [ [ 417712.8834178303, 162977.0601398234, 254735.823278007, 537259.7402159534, 47167.2415684478, 490092.4986475054 ], [ 417.712883, 162.97706, 254.735823, 537.25974, 47.167242, 490.092499 ], [ 0.281256, 0.109736, 0.17152, 0.124778, 0.026021, 0.119594 ], [ 10, 10, 10, 10, 10, 10 ], [ -97758, -103111, -66470, -911987, -1137428, -281490 ], [ 1.691127, 1.474161, 1.977206, 1.168285, 1.023459, 1.414642 ], [ 109, 54, 55, 109, 54, 55 ], [ 64, 27, 37, 64, 27, 37 ], [ 45, 27, 18, 45, 27, 18 ], [ 58.715596, 50, 67.272727, 58.715596, 50, 67.272727 ], [ 1.189073, 1.474161, 0.961884, 0.821451, 1.023459, 0.688204 ], [ 99065, 99065, 58713, 352680, 352680, 242004 ], [ -62267, -34792, -62267, -404421, -404421, -221657 ], [ 78, 65, 91, 78, 65, 91 ], [ 78, 59, 91, 78, 59, 91 ], [ 78, 71, 90, 78, 71, 90 ], [ 8535, 3510, 5025, 8535, 3510, 5025 ], [ 21.956083, 0, 40.289416, 21.956083, 0, 40.289416 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 445586, -225398, -168911, -61130, -534474, -211497 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8911, "evaluation_days": 1485.17, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1634256000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759460205548, "expiration_time": 1763299152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 117, "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) |
---|