Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363367.7283 | 117614.1489 | 245753.5795 | 535360.2561 | 230022.4649 | 305337.7911 |
Total P&L (%) | 363.3677 | 117.6141 | 245.7536 | 535.3603 | 230.0225 | 305.3378 |
Avg Daily Profit (%) | 0.2453 | 0.0794 | 0.1659 | 0.1249 | 0.0806 | 0.0945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153133 | -68685 | -118737 | -1560749 | -1039537 | -1081590 |
Profit Factor | 1.6508 | 1.3892 | 1.9593 | 1.1194 | 1.0964 | 1.1454 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 52.6786 | 50 | 55.3571 | 52.6786 | 50 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.4829 | 1.3892 | 1.58 | 1.0055 | 1.0964 | 0.9237 |
Largest Winning Trade | 59860 | 57402 | 59860 | 514063 | 514063 | 449077 |
Largest Losing Trade | -28180 | -27017 | -28180 | -451883 | -322718 | -451883 |
Avg Bars in Trades | 153 | 114 | 193 | 153 | 114 | 193 |
Avg Bars in Winners | 170 | 100 | 234 | 170 | 100 | 234 |
Avg Bars in Losers | 135 | 127 | 142 | 135 | 127 | 142 |
Bars Traded | 17234 | 6391 | 10843 | 17234 | 6391 | 10843 |
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 | 384060 | -266363 | -168309 | -114440 | -379807 | -308372 |
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17775, "evaluation_days": 1481.25, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632902400000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759132193268, "expiration_time": 1763732880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 244, "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": [ [ 363367.7283387816, 117614.1488761501, 245753.5794626314, 535360.2560604258, 230022.4649265091, 305337.7911339166 ], [ 363.367728, 117.614149, 245.753579, 535.360256, 230.022465, 305.337791 ], [ 0.245312, 0.079402, 0.16591, 0.124906, 0.080639, 0.094529 ], [ 10, 10, 10, 10, 10, 10 ], [ -153133, -68685, -118737, -1560749, -1039537, -1081590 ], [ 1.650761, 1.389217, 1.959254, 1.119355, 1.096421, 1.145409 ], [ 112, 56, 56, 112, 56, 56 ], [ 59, 28, 31, 59, 28, 31 ], [ 53, 28, 25, 53, 28, 25 ], [ 52.678571, 50, 55.357143, 52.678571, 50, 55.357143 ], [ 1.482887, 1.389217, 1.580044, 1.005522, 1.096421, 0.923717 ], [ 59860, 57402, 59860, 514063, 514063, 449077 ], [ -28180, -27017, -28180, -451883, -322718, -451883 ], [ 153, 114, 193, 153, 114, 193 ], [ 170, 100, 234, 170, 100, 234 ], [ 135, 127, 142, 135, 127, 142 ], [ 17234, 6391, 10843, 17234, 6391, 10843 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 384060, -266363, -168309, -114440, -379807, -308372 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17775, "evaluation_days": 1481.25, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632902400000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759132193268, "expiration_time": 1763732880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 244, "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) |
---|