| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 363811.9018 | 121911.1705 | 241900.7313 | 528735.0219 | -97055.4858 | 625790.5078 |
| Total P&L (%) | 363.8119 | 121.9112 | 241.9007 | 528.735 | -97.0555 | 625.7905 |
| Avg Daily Profit (%) | 0.2435 | 0.0816 | 0.1619 | 0.1231 | -0.2357 | 0.1328 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -64946 | -75322 | -47986 | -498212 | -437162 | -264129 |
| Profit Factor | 1.86 | 1.3994 | 3.0532 | 1.264 | 0.9276 | 1.9436 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
| Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
| Profitability (%) | 57.6923 | 48.7179 | 66.6667 | 57.6923 | 48.7179 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.364 | 1.473 | 1.5266 | 0.9269 | 0.9764 | 0.9718 |
| Largest Winning Trade | 153408 | 153408 | 40738 | 212437 | 212437 | 197956 |
| Largest Losing Trade | -34684 | -34684 | -28148 | -203918 | -203918 | -171955 |
| Avg Bars in Trades | 72 | 95 | 48 | 72 | 95 | 48 |
| Avg Bars in Winners | 57 | 62 | 53 | 57 | 62 | 53 |
| Avg Bars in Losers | 92 | 127 | 37 | 92 | 127 | 37 |
| Bars Traded | 5622 | 3735 | 1887 | 5622 | 3735 | 1887 |
| Profit Streak | 9.9308 | 0 | 22.4308 | 9.9308 | 0 | 22.4308 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -26426 | -83791 | 570867 | -66848 | -581255 | -11736 |
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5976,
"evaluation_days": 1494,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636243200000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760221223452,
"expiration_time": 1764078048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 62,
"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": [
[
363811.9017622294,
121911.1704889444,
241900.7312732849,
528735.0219394129,
-97055.4858222106,
625790.5077616234
],
[
363.811902,
121.91117,
241.900731,
528.735022,
-97.055486,
625.790508
],
[
0.243515,
0.081601,
0.161915,
0.123137,
-0.235681,
0.132758
],
[
10,
10,
10,
10,
10,
10
],
[
-64946,
-75322,
-47986,
-498212,
-437162,
-264129
],
[
1.859962,
1.399393,
3.053227,
1.263955,
0.927569,
1.943647
],
[
78,
39,
39,
78,
39,
39
],
[
45,
19,
26,
45,
19,
26
],
[
33,
20,
13,
33,
20,
13
],
[
57.692308,
48.717949,
66.666667,
57.692308,
48.717949,
66.666667
],
[
1.363972,
1.473045,
1.526614,
0.9269,
0.976388,
0.971823
],
[
153408,
153408,
40738,
212437,
212437,
197956
],
[
-34684,
-34684,
-28148,
-203918,
-203918,
-171955
],
[
72,
95,
48,
72,
95,
48
],
[
57,
62,
53,
57,
62,
53
],
[
92,
127,
37,
92,
127,
37
],
[
5622,
3735,
1887,
5622,
3735,
1887
],
[
9.930827,
0,
22.430827,
9.930827,
0,
22.430827
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-26426,
-83791,
570867,
-66848,
-581255,
-11736
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5976,
"evaluation_days": 1494,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636243200000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760221223452,
"expiration_time": 1764078048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 62,
"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) |
|---|