| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 307826.7174 | 111311.9459 | 196514.7715 | 64351.904 | 217557.4316 | -153205.5277 |
| Total P&L (%) | 307.8267 | 111.3119 | 196.5148 | 64.3519 | 217.5574 | -153.2055 |
| Avg Daily Profit (%) | 0.2076 | 0.0751 | 0.1325 | 0.0335 | 0.078 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -193037 | -123409 | -133327 | -781797 | -243524 | -698286 |
| Profit Factor | 1.3899 | 1.3013 | 1.4677 | 1.0295 | 1.2579 | 0.8853 |
| Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Profitability (%) | 56.5217 | 56.5217 | 56.5217 | 56.5217 | 56.5217 | 56.5217 |
| Ratio Avg Win / Avg Loss | 1.0691 | 1.001 | 1.129 | 0.7919 | 0.9676 | 0.681 |
| Largest Winning Trade | 94397 | 94397 | 45587 | 248409 | 248409 | 161524 |
| Largest Losing Trade | -65387 | -30659 | -65387 | -536072 | -138880 | -536072 |
| Avg Bars in Trades | 41 | 29 | 54 | 41 | 29 | 54 |
| Avg Bars in Winners | 34 | 18 | 51 | 34 | 18 | 51 |
| Avg Bars in Losers | 51 | 45 | 57 | 51 | 45 | 57 |
| Bars Traded | 5792 | 2058 | 3734 | 5792 | 2058 | 3734 |
| Profit Streak | 12.1767 | 32.4267 | 0 | 12.1767 | 32.4267 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365421 | -192636 | -115820 | -336379 | -190717 | -681612 |
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1482.75,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633089600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759248867735,
"expiration_time": 1763076888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 42,
"offset": 0,
"a": 0.64483
}
}
} {
"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": [
[
307826.7174100532,
111311.9459011893,
196514.7715088638,
64351.903970644,
217557.4316225743,
-153205.5276519299
],
[
307.826717,
111.311946,
196.514772,
64.351904,
217.557432,
-153.205528
],
[
0.207605,
0.075071,
0.132534,
0.033514,
0.077959,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-193037,
-123409,
-133327,
-781797,
-243524,
-698286
],
[
1.389869,
1.301308,
1.467741,
1.029528,
1.257936,
0.885317
],
[
138,
69,
69,
138,
69,
69
],
[
78,
39,
39,
78,
39,
39
],
[
60,
30,
30,
60,
30,
30
],
[
56.521739,
56.521739,
56.521739,
56.521739,
56.521739,
56.521739
],
[
1.06913,
1.001006,
1.129031,
0.791944,
0.967643,
0.681013
],
[
94397,
94397,
45587,
248409,
248409,
161524
],
[
-65387,
-30659,
-65387,
-536072,
-138880,
-536072
],
[
41,
29,
54,
41,
29,
54
],
[
34,
18,
51,
34,
18,
51
],
[
51,
45,
57,
51,
45,
57
],
[
5792,
2058,
3734,
5792,
2058,
3734
],
[
12.17671,
32.42671,
0,
12.17671,
32.42671,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365421,
-192636,
-115820,
-336379,
-190717,
-681612
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5931,
"evaluation_days": 1482.75,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1633089600000,
"last_datapoint_time": 1759233600000,
"evaluation_time": 1759248867735,
"expiration_time": 1763076888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 42,
"offset": 0,
"a": 0.64483
}
}
}
| # | 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) |
|---|