| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 364322.4887 | 129796.184 | 234526.3048 | 339206.9499 | 235033.9358 | 104173.014 |
| Total P&L (%) | 364.3225 | 129.7962 | 234.5263 | 339.207 | 235.0339 | 104.173 |
| Avg Daily Profit (%) | 0.246 | 0.0876 | 0.1583 | 0.1 | 0.0817 | 0.0482 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -229139 | -97580 | -147559 | -1103566 | -572951 | -719485 |
| Profit Factor | 1.5445 | 1.3965 | 1.6863 | 1.1036 | 1.1457 | 1.0628 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
| Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
| Profitability (%) | 51.2605 | 45 | 57.6271 | 51.2605 | 45 | 57.6271 |
| Ratio Avg Win / Avg Loss | 1.4685 | 1.7068 | 1.2399 | 1.0494 | 1.4003 | 0.7814 |
| Largest Winning Trade | 110750 | 110750 | 65271 | 363553 | 363553 | 180013 |
| Largest Losing Trade | -35970 | -35970 | -34376 | -277303 | -277303 | -211343 |
| Avg Bars in Trades | 146 | 117 | 176 | 146 | 117 | 176 |
| Avg Bars in Winners | 171 | 117 | 214 | 171 | 117 | 214 |
| Avg Bars in Losers | 121 | 118 | 125 | 121 | 118 | 125 |
| Bars Traded | 17489 | 7072 | 10417 | 17489 | 7072 | 10417 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 362558 | -245311 | -166343 | -165591 | -315350 | -457382 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17775,
"evaluation_days": 1481.25,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632837600000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759132192833,
"expiration_time": 1763732880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 183,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
364322.4887371573,
129796.1839847581,
234526.304752399,
339206.9498851448,
235033.9358486882,
104173.0140364564
],
[
364.322489,
129.796184,
234.526305,
339.20695,
235.033936,
104.173014
],
[
0.245956,
0.087626,
0.15833,
0.099952,
0.081658,
0.0482
],
[
10,
10,
10,
10,
10,
10
],
[
-229139,
-97580,
-147559,
-1103566,
-572951,
-719485
],
[
1.544493,
1.39649,
1.68627,
1.10363,
1.145664,
1.062766
],
[
119,
60,
59,
119,
60,
59
],
[
61,
27,
34,
61,
27,
34
],
[
58,
33,
25,
58,
33,
25
],
[
51.260504,
45,
57.627119,
51.260504,
45,
57.627119
],
[
1.468534,
1.706821,
1.239904,
1.049353,
1.400256,
0.781446
],
[
110750,
110750,
65271,
363553,
363553,
180013
],
[
-35970,
-35970,
-34376,
-277303,
-277303,
-211343
],
[
146,
117,
176,
146,
117,
176
],
[
171,
117,
214,
171,
117,
214
],
[
121,
118,
125,
121,
118,
125
],
[
17489,
7072,
10417,
17489,
7072,
10417
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
362558,
-245311,
-166343,
-165591,
-315350,
-457382
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17775,
"evaluation_days": 1481.25,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632837600000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759132192833,
"expiration_time": 1763732880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 235,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 183,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|