| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 235185.0365 | 16452.8672 | 218732.1693 | 84846.179 | -70225.7804 | 155071.9594 |
| Total P&L (%) | 235.185 | 16.4529 | 218.7322 | 84.8462 | -70.2258 | 155.072 |
| Avg Daily Profit (%) | 0.1579 | 0.011 | 0.1468 | 0.0412 | -0.0813 | 0.0629 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86142 | -123035 | -45707 | -162942 | -177319 | -98129 |
| Profit Factor | 1.4484 | 1.0456 | 2.3338 | 1.1074 | 0.8621 | 1.552 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
| Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
| Profitability (%) | 70.4545 | 63.6364 | 77.2727 | 70.4545 | 63.6364 | 77.2727 |
| Ratio Avg Win / Avg Loss | 0.6074 | 0.5975 | 0.6864 | 0.4644 | 0.4926 | 0.4565 |
| Largest Winning Trade | 39359 | 39359 | 23940 | 39251 | 39251 | 27916 |
| Largest Losing Trade | -58726 | -58726 | -44972 | -101653 | -101653 | -86093 |
| Avg Bars in Trades | 133 | 170 | 95 | 133 | 170 | 95 |
| Avg Bars in Winners | 66 | 65 | 67 | 66 | 65 | 67 |
| Avg Bars in Losers | 291 | 354 | 189 | 291 | 354 | 189 |
| Bars Traded | 17561 | 11274 | 6287 | 17561 | 11274 | 6287 |
| Profit Streak | 21.2563 | 29.923 | 21.2563 | 21.2563 | 29.923 | 21.2563 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 397945 | -480735 | -115456 | -237391 | -702187 | -229105 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17876,
"evaluation_days": 1489.67,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632909600000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759860543382,
"expiration_time": 1764486259200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 146,
"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": [
[
235185.0365378018,
16452.8671954201,
218732.1693423816,
84846.1789513693,
-70225.7804203967,
155071.9593717661
],
[
235.185037,
16.452867,
218.732169,
84.846179,
-70.22578,
155.071959
],
[
0.157877,
0.011045,
0.146833,
0.041249,
-0.081296,
0.062878
],
[
10,
10,
10,
10,
10,
10
],
[
-86142,
-123035,
-45707,
-162942,
-177319,
-98129
],
[
1.448394,
1.045637,
2.333835,
1.107401,
0.862055,
1.552035
],
[
132,
66,
66,
132,
66,
66
],
[
93,
42,
51,
93,
42,
51
],
[
39,
24,
15,
39,
24,
15
],
[
70.454545,
63.636364,
77.272727,
70.454545,
63.636364,
77.272727
],
[
0.607391,
0.597507,
0.686422,
0.464394,
0.492603,
0.456481
],
[
39359,
39359,
23940,
39251,
39251,
27916
],
[
-58726,
-58726,
-44972,
-101653,
-101653,
-86093
],
[
133,
170,
95,
133,
170,
95
],
[
66,
65,
67,
66,
65,
67
],
[
291,
354,
189,
291,
354,
189
],
[
17561,
11274,
6287,
17561,
11274,
6287
],
[
21.256289,
29.922956,
21.256289,
21.256289,
29.922956,
21.256289
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397945,
-480735,
-115456,
-237391,
-702187,
-229105
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17876,
"evaluation_days": 1489.67,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632909600000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759860543382,
"expiration_time": 1764486259200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 146,
"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) |
|---|