| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 345345.1945 | 126625.0184 | 218720.1761 | 333840.7393 | -5580.6251 | 339421.3644 |
| Total P&L (%) | 345.3452 | 126.625 | 218.7202 | 333.8407 | -5.5806 | 339.4214 |
| Avg Daily Profit (%) | 0.2328 | 0.0854 | 0.1474 | 0.099 | -0.0039 | 0.0998 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97574 | -56121 | -68140 | -300394 | -194529 | -123675 |
| Profit Factor | 1.6623 | 1.4173 | 2.0033 | 1.2726 | 0.9928 | 1.7514 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
| Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
| Profitability (%) | 47.9167 | 43.75 | 52.0833 | 47.9167 | 43.75 | 52.0833 |
| Ratio Avg Win / Avg Loss | 1.8068 | 1.8223 | 1.843 | 1.3832 | 1.2764 | 1.6113 |
| Largest Winning Trade | 107168 | 107168 | 69696 | 224062 | 211993 | 224062 |
| Largest Losing Trade | -45056 | -29434 | -45056 | -97932 | -97932 | -77174 |
| Avg Bars in Trades | 30 | 20 | 39 | 30 | 20 | 39 |
| Avg Bars in Winners | 42 | 26 | 56 | 42 | 26 | 56 |
| Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
| Bars Traded | 2914 | 998 | 1916 | 2914 | 998 | 1916 |
| Profit Streak | 0 | 0 | 18.1698 | 0 | 0 | 18.1698 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377838 | -79150 | 306103 | -61482 | -581175 | -55452 |
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2967,
"evaluation_days": 1483.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632441600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759291467275,
"expiration_time": 1763122032000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 30,
"offset": 0,
"multiplier": 3.11217
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 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": [
[
345345.194541839,
126625.0184116047,
218720.1761302343,
333840.7393148869,
-5580.6250805304,
339421.364395417
],
[
345.345195,
126.625018,
218.720176,
333.840739,
-5.580625,
339.421364
],
[
0.232791,
0.085356,
0.147435,
0.098971,
-0.003871,
0.099833
],
[
10,
10,
10,
10,
10,
10
],
[
-97574,
-56121,
-68140,
-300394,
-194529,
-123675
],
[
1.662297,
1.41732,
2.003253,
1.272589,
0.99278,
1.751368
],
[
96,
48,
48,
96,
48,
48
],
[
46,
21,
25,
46,
21,
25
],
[
50,
27,
23,
50,
27,
23
],
[
47.916667,
43.75,
52.083333,
47.916667,
43.75,
52.083333
],
[
1.806845,
1.822268,
1.842993,
1.383249,
1.276432,
1.611259
],
[
107168,
107168,
69696,
224062,
211993,
224062
],
[
-45056,
-29434,
-45056,
-97932,
-97932,
-77174
],
[
30,
20,
39,
30,
20,
39
],
[
42,
26,
56,
42,
26,
56
],
[
19,
16,
22,
19,
16,
22
],
[
2914,
998,
1916,
2914,
998,
1916
],
[
0,
0,
18.16976,
0,
0,
18.16976
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377838,
-79150,
306103,
-61482,
-581175,
-55452
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2967,
"evaluation_days": 1483.5,
"actual_first_datapoint_time": 1631145600000,
"first_datapoint_time": 1632441600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759291467275,
"expiration_time": 1763122032000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 30,
"offset": 0,
"multiplier": 3.11217
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 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) |
|---|