| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 239641.166 | 40392.2353 | 199248.9307 | 137438.9871 | -55532.4143 | 192971.4014 |
| Total P&L (%) | 239.6412 | 40.3922 | 199.2489 | 137.439 | -55.5324 | 192.9714 |
| Avg Daily Profit (%) | 0.1622 | 0.0273 | 0.1349 | 0.0586 | -0.0549 | 0.0728 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75290 | -77062 | -70053 | -148207 | -162679 | -118183 |
| Profit Factor | 1.4905 | 1.1495 | 1.9121 | 1.1817 | 0.8742 | 1.6126 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
| Profitability (%) | 61.4583 | 56.25 | 66.6667 | 61.4583 | 56.25 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.9347 | 0.8941 | 0.9561 | 0.7411 | 0.6799 | 0.8063 |
| Largest Winning Trade | 41392 | 34288 | 41392 | 57727 | 35254 | 57727 |
| Largest Losing Trade | -58068 | -49970 | -58068 | -102945 | -102945 | -92183 |
| Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
| Avg Bars in Winners | 28 | 19 | 34 | 28 | 19 | 34 |
| Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
| Bars Traded | 2732 | 1154 | 1578 | 2732 | 1154 | 1578 |
| Profit Streak | 72.2018 | 98.2018 | 72.2018 | 72.2018 | 98.2018 | 72.2018 |
| Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 369878 | -213665 | -9278 | -133655 | -578203 | -92653 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2954,
"evaluation_days": 1477,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636372800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758862233692,
"expiration_time": 1762543584000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 122,
"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": [
[
239641.1660381419,
40392.2353296944,
199248.9307084476,
137438.9870714128,
-55532.4143085159,
192971.4013799286
],
[
239.641166,
40.392235,
199.248931,
137.438987,
-55.532414,
192.971401
],
[
0.162249,
0.027347,
0.134901,
0.058564,
-0.054854,
0.072803
],
[
10,
10,
10,
10,
10,
10
],
[
-75290,
-77062,
-70053,
-148207,
-162679,
-118183
],
[
1.490496,
1.149532,
1.912126,
1.181695,
0.874193,
1.612572
],
[
96,
48,
48,
96,
48,
48
],
[
59,
27,
32,
59,
27,
32
],
[
37,
21,
16,
37,
21,
16
],
[
61.458333,
56.25,
66.666667,
61.458333,
56.25,
66.666667
],
[
0.934718,
0.89408,
0.956063,
0.741063,
0.679928,
0.806286
],
[
41392,
34288,
41392,
57727,
35254,
57727
],
[
-58068,
-49970,
-58068,
-102945,
-102945,
-92183
],
[
28,
24,
32,
28,
24,
32
],
[
28,
19,
34,
28,
19,
34
],
[
29,
29,
28,
29,
29,
28
],
[
2732,
1154,
1578,
2732,
1154,
1578
],
[
72.201779,
98.201779,
72.201779,
72.201779,
98.201779,
72.201779
],
[
3,
4,
1,
3,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369878,
-213665,
-9278,
-133655,
-578203,
-92653
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2954,
"evaluation_days": 1477,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1636372800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758862233692,
"expiration_time": 1762543584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 96,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 122,
"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) |
|---|