| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254436.9741 | 105427.1488 | 149009.8253 | 16487.793 | -10622.2062 | 27109.9992 |
| Total P&L (%) | 254.437 | 105.4271 | 149.0098 | 16.4878 | -10.6222 | 27.11 |
| Avg Daily Profit (%) | 0.1707 | 0.0707 | 0.1 | 0.0102 | -0.0075 | 0.0161 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94239 | -70595 | -98581 | -93336 | -99741 | -65776 |
| Profit Factor | 1.3966 | 1.3351 | 1.4557 | 1.0293 | 0.964 | 1.1012 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
| Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
| Profitability (%) | 54.902 | 47.0588 | 62.7451 | 54.902 | 47.0588 | 62.7451 |
| Ratio Avg Win / Avg Loss | 1.1472 | 1.502 | 0.8643 | 0.8455 | 1.0845 | 0.6538 |
| Largest Winning Trade | 77270 | 74908 | 77270 | 53613 | 50479 | 53613 |
| Largest Losing Trade | -64128 | -25101 | -64128 | -64128 | -36682 | -64128 |
| Avg Bars in Trades | 173 | 142 | 204 | 173 | 142 | 204 |
| Avg Bars in Winners | 171 | 115 | 213 | 171 | 115 | 213 |
| Avg Bars in Losers | 176 | 166 | 190 | 176 | 166 | 190 |
| Bars Traded | 17715 | 7267 | 10448 | 17715 | 7267 | 10448 |
| Profit Streak | 29.5213 | 29.5213 | 78.5213 | 29.5213 | 29.5213 | 78.5213 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 358430 | -277744 | -237579 | -376441 | -759770 | -463074 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17886,
"evaluation_days": 1490.5,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632204000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759926641036,
"expiration_time": 1764560851200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 108,
"offset": 0,
"a": 0.62335
}
}
} {
"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": [
[
254436.9741168098,
105427.1487715856,
149009.8253452242,
16487.7930457792,
-10622.2061738176,
27109.9992195968
],
[
254.436974,
105.427149,
149.009825,
16.487793,
-10.622206,
27.109999
],
[
0.170706,
0.070733,
0.099973,
0.01024,
-0.007534,
0.016095
],
[
10,
10,
10,
10,
10,
10
],
[
-94239,
-70595,
-98581,
-93336,
-99741,
-65776
],
[
1.396592,
1.33513,
1.455724,
1.029295,
0.963971,
1.101158
],
[
102,
51,
51,
102,
51,
51
],
[
56,
24,
32,
56,
24,
32
],
[
46,
27,
19,
46,
27,
19
],
[
54.901961,
47.058824,
62.745098,
54.901961,
47.058824,
62.745098
],
[
1.1472,
1.502022,
0.864336,
0.845492,
1.084468,
0.653813
],
[
77270,
74908,
77270,
53613,
50479,
53613
],
[
-64128,
-25101,
-64128,
-64128,
-36682,
-64128
],
[
173,
142,
204,
173,
142,
204
],
[
171,
115,
213,
171,
115,
213
],
[
176,
166,
190,
176,
166,
190
],
[
17715,
7267,
10448,
17715,
7267,
10448
],
[
29.521308,
29.521308,
78.521308,
29.521308,
29.521308,
78.521308
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358430,
-277744,
-237579,
-376441,
-759770,
-463074
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17886,
"evaluation_days": 1490.5,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632204000000,
"last_datapoint_time": 1759924800000,
"evaluation_time": 1759926641036,
"expiration_time": 1764560851200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 147,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 108,
"offset": 0,
"a": 0.62335
}
}
}
| # | 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) |
|---|