| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 285860.0783 | 110786.9495 | 175073.1288 | -377197.6903 | -180042.2127 | -197155.4775 |
| Total P&L (%) | 285.8601 | 110.7869 | 175.0731 | -377.1977 | -180.0422 | -197.1555 |
| Avg Daily Profit (%) | 0.1918 | 0.0743 | 0.1174 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158258 | -108515 | -126662 | -1136668 | -513776 | -710986 |
| Profit Factor | 1.473 | 1.3609 | 1.5887 | 0.8316 | 0.8289 | 0.8339 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 62 | 25 | 37 | 50 | 25 | 25 |
| Losing Trades | 40 | 26 | 14 | 52 | 26 | 26 |
| Profitability (%) | 60.7843 | 49.0196 | 72.549 | 49.0196 | 49.0196 | 49.0196 |
| Ratio Avg Win / Avg Loss | 0.9503 | 1.4153 | 0.6011 | 0.8648 | 0.8621 | 0.8672 |
| Largest Winning Trade | 74593 | 74593 | 48599 | 204284 | 204284 | 158920 |
| Largest Losing Trade | -122817 | -37215 | -122817 | -494228 | -178750 | -494228 |
| Avg Bars in Trades | 54 | 43 | 65 | 54 | 43 | 65 |
| Avg Bars in Winners | 51 | 39 | 59 | 45 | 44 | 45 |
| Avg Bars in Losers | 58 | 47 | 78 | 63 | 42 | 83 |
| Bars Traded | 5550 | 2235 | 3315 | 5550 | 2235 | 3315 |
| Profit Streak | 26.9941 | 0 | 74.9941 | 0 | 55.4941 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 332480 | -273698 | -212205 | -580887 | -760652 | -761214 |
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5963,
"evaluation_days": 1490.75,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636459200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759945887741,
"expiration_time": 1763788824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 126,
"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": [
[
285860.0783141964,
110786.9494959861,
175073.1288182103,
-377197.6902549855,
-180042.212738716,
-197155.4775162697
],
[
285.860078,
110.786949,
175.073129,
-377.19769,
-180.042213,
-197.155478
],
[
0.191756,
0.074316,
0.11744,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-158258,
-108515,
-126662,
-1136668,
-513776,
-710986
],
[
1.472986,
1.360906,
1.588671,
0.831551,
0.828915,
0.833888
],
[
102,
51,
51,
102,
51,
51
],
[
62,
25,
37,
50,
25,
25
],
[
40,
26,
14,
52,
26,
26
],
[
60.784314,
49.019608,
72.54902,
49.019608,
49.019608,
49.019608
],
[
0.950313,
1.415342,
0.601119,
0.864813,
0.862072,
0.867243
],
[
74593,
74593,
48599,
204284,
204284,
158920
],
[
-122817,
-37215,
-122817,
-494228,
-178750,
-494228
],
[
54,
43,
65,
54,
43,
65
],
[
51,
39,
59,
45,
44,
45
],
[
58,
47,
78,
63,
42,
83
],
[
5550,
2235,
3315,
5550,
2235,
3315
],
[
26.994071,
0,
74.994071,
0,
55.494071,
0
],
[
1,
0,
2,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
332480,
-273698,
-212205,
-580887,
-760652,
-761214
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5963,
"evaluation_days": 1490.75,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636459200000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759945887741,
"expiration_time": 1763788824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 126,
"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) |
|---|