Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280716.8554 | 84820.6968 | 195896.1586 | -72308.8571 | 58459.8603 | -130768.7175 |
Total P&L (%) | 280.7169 | 84.8207 | 195.8962 | -72.3089 | 58.4599 | -130.7687 |
Avg Daily Profit (%) | 0.1887 | 0.057 | 0.1317 | -0.0863 | 0.031 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147606 | -128641 | -99877 | -459299 | -215898 | -436100 |
Profit Factor | 1.3222 | 1.1942 | 1.451 | 0.9569 | 1.081 | 0.8634 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 138 | 59 | 79 | 138 | 59 | 79 |
Losing Trades | 77 | 49 | 28 | 77 | 49 | 28 |
Profitability (%) | 64.186 | 54.6296 | 73.8318 | 64.186 | 54.6296 | 73.8318 |
Ratio Avg Win / Avg Loss | 0.7378 | 0.9918 | 0.5143 | 0.5339 | 0.8978 | 0.306 |
Largest Winning Trade | 48467 | 48467 | 28086 | 132270 | 132270 | 61599 |
Largest Losing Trade | -93170 | -30448 | -93170 | -362738 | -101569 | -362738 |
Avg Bars in Trades | 82 | 87 | 76 | 82 | 87 | 76 |
Avg Bars in Winners | 47 | 51 | 45 | 47 | 51 | 45 |
Avg Bars in Losers | 143 | 132 | 162 | 143 | 132 | 162 |
Bars Traded | 17639 | 9486 | 8153 | 17639 | 9486 | 8153 |
Profit Streak | 19.1537 | 26.987 | 19.1537 | 19.1537 | 26.987 | 19.1537 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378508 | -124012 | -14196 | -576341 | -284080 | -577121 |
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17848, "evaluation_days": 1487.33, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632376800000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759657276588, "expiration_time": 1764277401600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 3.67416 } }, "second_band": { "type": "pwma", "factors": { "length": 171, "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": [ [ 280716.8554188473, 84820.6968378737, 195896.1585809736, -72308.8571297543, 58459.8603303793, -130768.7174601335 ], [ 280.716855, 84.820697, 195.896159, -72.308857, 58.45986, -130.768717 ], [ 0.188739, 0.057029, 0.13171, -0.086296, 0.030955, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -147606, -128641, -99877, -459299, -215898, -436100 ], [ 1.322236, 1.194183, 1.451015, 0.956944, 1.080971, 0.863419 ], [ 215, 108, 107, 215, 108, 107 ], [ 138, 59, 79, 138, 59, 79 ], [ 77, 49, 28, 77, 49, 28 ], [ 64.186047, 54.62963, 73.831776, 64.186047, 54.62963, 73.831776 ], [ 0.737769, 0.991779, 0.514284, 0.533947, 0.897756, 0.306022 ], [ 48467, 48467, 28086, 132270, 132270, 61599 ], [ -93170, -30448, -93170, -362738, -101569, -362738 ], [ 82, 87, 76, 82, 87, 76 ], [ 47, 51, 45, 47, 51, 45 ], [ 143, 132, 162, 143, 132, 162 ], [ 17639, 9486, 8153, 17639, 9486, 8153 ], [ 19.153664, 26.986997, 19.153664, 19.153664, 26.986998, 19.153664 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378508, -124012, -14196, -576341, -284080, -577121 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17848, "evaluation_days": 1487.33, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632376800000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759657276588, "expiration_time": 1764277401600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 3.67416 } }, "second_band": { "type": "pwma", "factors": { "length": 171, "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) |
---|