Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404575.9627 | 130380.6243 | 274195.3384 | -239465.1206 | -317347.74 | 77882.6194 |
Total P&L (%) | 404.576 | 130.3806 | 274.1953 | -239.4651 | -317.3477 | 77.8826 |
Avg Daily Profit (%) | 0.2716 | 0.0875 | 0.1841 | 0 | 0 | 0.0387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191027 | -124920 | -145889 | -458602 | -335078 | -201451 |
Profit Factor | 1.4356 | 1.2718 | 1.6106 | 0.7468 | 0.4633 | 1.2197 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 172 | 79 | 93 | 108 | 49 | 59 |
Losing Trades | 112 | 63 | 49 | 176 | 93 | 83 |
Profitability (%) | 60.5634 | 55.6338 | 65.493 | 38.0282 | 34.507 | 41.5493 |
Ratio Avg Win / Avg Loss | 0.9348 | 1.0142 | 0.8486 | 1.217 | 0.8793 | 1.7159 |
Largest Winning Trade | 68600 | 68600 | 32108 | 62063 | 62063 | 45539 |
Largest Losing Trade | -105811 | -42053 | -105811 | -111926 | -111926 | -84288 |
Avg Bars in Trades | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Winners | 49 | 51 | 47 | 69 | 62 | 74 |
Avg Bars in Losers | 80 | 74 | 87 | 57 | 61 | 52 |
Bars Traded | 17517 | 8801 | 8716 | 17517 | 8801 | 8716 |
Profit Streak | 0 | 113.9198 | 0 | 21.5865 | 0 | 32.5031 |
Trades During Streak | 0 | 6 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372001 | -74190 | 345098 | -581731 | -586981 | -143466 |
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17877, "evaluation_days": 1489.75, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632535200000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759867470864, "expiration_time": 1764493718400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 193, "offset": 116, "scalar": 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": [ [ 404575.9627064358, 130380.6243474825, 274195.338358953, -239465.1206171161, -317347.7399673868, 77882.6193502707 ], [ 404.575963, 130.380624, 274.195338, -239.465121, -317.34774, 77.882619 ], [ 0.271573, 0.087518, 0.184055, 0, 0, 0.038669 ], [ 10, 10, 10, 10, 10, 10 ], [ -191027, -124920, -145889, -458602, -335078, -201451 ], [ 1.435584, 1.271774, 1.610579, 0.746804, 0.463307, 1.219717 ], [ 284, 142, 142, 284, 142, 142 ], [ 172, 79, 93, 108, 49, 59 ], [ 112, 63, 49, 176, 93, 83 ], [ 60.56338, 55.633803, 65.492958, 38.028169, 34.507042, 41.549296 ], [ 0.934799, 1.014199, 0.848585, 1.217014, 0.879337, 1.715873 ], [ 68600, 68600, 32108, 62063, 62063, 45539 ], [ -105811, -42053, -105811, -111926, -111926, -84288 ], [ 61, 61, 61, 61, 61, 61 ], [ 49, 51, 47, 69, 62, 74 ], [ 80, 74, 87, 57, 61, 52 ], [ 17517, 8801, 8716, 17517, 8801, 8716 ], [ 0, 113.919802, 0, 21.586468, 0, 32.503135 ], [ 0, 6, 0, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372001, -74190, 345098, -581731, -586981, -143466 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17877, "evaluation_days": 1489.75, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632535200000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759867470864, "expiration_time": 1764493718400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 193, "offset": 116, "scalar": 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) |
---|