Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239903.386 | 72442.7183 | 167460.6677 | 100987.2042 | -52983.3417 | 153970.546 |
Total P&L (%) | 239.9034 | 72.4427 | 167.4607 | 100.9872 | -52.9833 | 153.9705 |
Avg Daily Profit (%) | 0.1614 | 0.0487 | 0.1127 | 0.047 | -0.0508 | 0.0627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67305 | -67305 | -44682 | -317578 | -347365 | -113312 |
Profit Factor | 1.6432 | 1.2742 | 2.5396 | 1.105 | 0.918 | 1.4879 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 83.3333 | 80.9524 | 85.7143 | 83.3333 | 80.9524 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.3286 | 0.2998 | 0.4233 | 0.221 | 0.216 | 0.248 |
Largest Winning Trade | 45068 | 45068 | 18945 | 56603 | 56603 | 40269 |
Largest Losing Trade | -67305 | -67305 | -44682 | -307510 | -307510 | -113312 |
Avg Bars in Trades | 31 | 40 | 22 | 31 | 40 | 22 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 121 | 158 | 73 | 121 | 158 | 73 |
Bars Traded | 2663 | 1704 | 959 | 2663 | 1704 | 959 |
Profit Streak | 38.1578 | 86.1578 | 38.1578 | 38.1578 | 86.1578 | 38.1578 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499565 | -124135 | -34783 | -230614 | -575345 | -103858 |
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2973, "evaluation_days": 1486.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1635940800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759549631309, "expiration_time": 1763389008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 112, "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": [ [ 239903.386014757, 72442.7182727008, 167460.6677420562, 100987.2042401047, -52983.3417250825, 153970.5459651872 ], [ 239.903386, 72.442718, 167.460668, 100.987204, -52.983342, 153.970546 ], [ 0.161388, 0.048734, 0.112654, 0.046972, -0.050755, 0.062721 ], [ 10, 10, 10, 10, 10, 10 ], [ -67305, -67305, -44682, -317578, -347365, -113312 ], [ 1.643212, 1.274189, 2.53958, 1.105004, 0.918006, 1.487929 ], [ 84, 42, 42, 84, 42, 42 ], [ 70, 34, 36, 70, 34, 36 ], [ 14, 8, 6, 14, 8, 6 ], [ 83.333333, 80.952381, 85.714286, 83.333333, 80.952381, 85.714286 ], [ 0.328642, 0.299809, 0.423263, 0.221001, 0.216001, 0.247988 ], [ 45068, 45068, 18945, 56603, 56603, 40269 ], [ -67305, -67305, -44682, -307510, -307510, -113312 ], [ 31, 40, 22, 31, 40, 22 ], [ 13, 12, 14, 13, 12, 14 ], [ 121, 158, 73, 121, 158, 73 ], [ 2663, 1704, 959, 2663, 1704, 959 ], [ 38.15777, 86.15777, 38.15777, 38.15777, 86.15777, 38.15777 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 499565, -124135, -34783, -230614, -575345, -103858 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2973, "evaluation_days": 1486.5, "actual_first_datapoint_time": 1631145600000, "first_datapoint_time": 1635940800000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759549631309, "expiration_time": 1763389008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 112, "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) |
---|