Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135102.4211 | 37950.957 | 97151.4641 | 112471.9029 | -10752.5816 | 123224.4845 |
Total P&L (%) | 135.1024 | 37.951 | 97.1515 | 112.4719 | -10.7526 | 123.2245 |
Avg Daily Profit (%) | 0.2594 | 0.0729 | 0.1865 | 0.1448 | -0.0218 | 0.1543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62530 | -78252 | -18076 | -99588 | -143673 | -28326 |
Profit Factor | 1.3307 | 1.1208 | 2.03 | 1.1957 | 0.9761 | 1.9903 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 66.8342 | 64.6465 | 69 | 66.8342 | 64.6465 | 69 |
Ratio Avg Win / Avg Loss | 0.6604 | 0.6129 | 0.912 | 0.5933 | 0.5338 | 0.8942 |
Largest Winning Trade | 32748 | 32748 | 8753 | 48656 | 48656 | 13461 |
Largest Losing Trade | -29797 | -29797 | -9030 | -49141 | -49141 | -15218 |
Avg Bars in Trades | 122 | 190 | 54 | 122 | 190 | 54 |
Avg Bars in Winners | 82 | 126 | 41 | 82 | 126 | 41 |
Avg Bars in Losers | 202 | 306 | 84 | 202 | 306 | 84 |
Bars Traded | 24294 | 18815 | 5479 | 24294 | 18815 | 5479 |
Profit Streak | 8.6886 | 8.7094 | 8.6886 | 8.6886 | 8.7094 | 8.6886 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395445 | -185218 | 417276 | -2453 | -578618 | 404600 |
{ "trading_pair": "DYDX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714804200000, "first_datapoint_time": 1715211000000, "last_datapoint_time": 1759802400000, "evaluation_time": 1759804292204, "expiration_time": 1766282400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 227, "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": [ [ 135102.4211373538, 37950.9570386778, 97151.4640986761, 112471.902921955, -10752.5815830274, 123224.4845049824 ], [ 135.102421, 37.950957, 97.151464, 112.471903, -10.752582, 123.224485 ], [ 0.259398, 0.072866, 0.186532, 0.144804, -0.021839, 0.154297 ], [ 10, 10, 10, 10, 10, 10 ], [ -62530, -78252, -18076, -99588, -143673, -28326 ], [ 1.330725, 1.120793, 2.03, 1.195658, 0.976127, 1.990325 ], [ 199, 99, 100, 199, 99, 100 ], [ 133, 64, 69, 133, 64, 69 ], [ 66, 35, 31, 66, 35, 31 ], [ 66.834171, 64.646465, 69, 66.834171, 64.646465, 69 ], [ 0.66036, 0.612934, 0.912029, 0.593334, 0.53382, 0.894204 ], [ 32748, 32748, 8753, 48656, 48656, 13461 ], [ -29797, -29797, -9030, -49141, -49141, -15218 ], [ 122, 190, 54, 122, 190, 54 ], [ 82, 126, 41, 82, 126, 41 ], [ 202, 306, 84, 202, 306, 84 ], [ 24294, 18815, 5479, 24294, 18815, 5479 ], [ 8.688567, 8.7094, 8.688567, 8.688567, 8.7094, 8.688567 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395445, -185218, 417276, -2453, -578618, 404600 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714804200000, "first_datapoint_time": 1715211000000, "last_datapoint_time": 1759802400000, "evaluation_time": 1759804292204, "expiration_time": 1766282400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 227, "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) |
---|