| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 523071.5878 | 202056.005 | 321015.5828 | 1881374.2053 | 872037.0541 | 1009337.1512 |
| Total P&L (%) | 523.0716 | 202.056 | 321.0156 | 1881.3742 | 872.0371 | 1009.3372 |
| Avg Daily Profit (%) | 0.3505 | 0.1354 | 0.2151 | 0.2003 | 0.1525 | 0.1614 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101072 | -102448 | -100484 | -621503 | -254906 | -522303 |
| Profit Factor | 1.4666 | 1.3942 | 1.5275 | 1.5052 | 1.5622 | 1.4645 |
| Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
| Winning Trades | 227 | 112 | 115 | 227 | 112 | 115 |
| Losing Trades | 133 | 68 | 65 | 133 | 68 | 65 |
| Profitability (%) | 63.0556 | 62.2222 | 63.8889 | 63.0556 | 62.2222 | 63.8889 |
| Ratio Avg Win / Avg Loss | 0.8593 | 0.8465 | 0.8634 | 0.8819 | 0.9485 | 0.8278 |
| Largest Winning Trade | 68238 | 68238 | 30904 | 326866 | 326866 | 244389 |
| Largest Losing Trade | -41569 | -31770 | -41569 | -477966 | -206847 | -477966 |
| Avg Bars in Trades | 49 | 34 | 63 | 49 | 34 | 63 |
| Avg Bars in Winners | 39 | 27 | 51 | 39 | 27 | 51 |
| Avg Bars in Losers | 65 | 46 | 84 | 65 | 46 | 84 |
| Bars Traded | 17645 | 6253 | 11392 | 17645 | 6253 | 11392 |
| Profit Streak | 50.6271 | 50.6271 | 53.8771 | 50.6271 | 50.6271 | 53.8771 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 494957 | -10738 | 386273 | 457241 | 366744 | 370885 |
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17907,
"evaluation_days": 1492.25,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632355200000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760079779654,
"expiration_time": 1764717494400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 145,
"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": [
[
523071.5877918894,
202056.0050033018,
321015.5827885877,
1881374.205314156,
872037.0541031143,
1009337.1512110424
],
[
523.071588,
202.056005,
321.015583,
1881.374205,
872.037054,
1009.337151
],
[
0.350525,
0.135404,
0.215122,
0.200326,
0.152519,
0.161386
],
[
10,
10,
10,
10,
10,
10
],
[
-101072,
-102448,
-100484,
-621503,
-254906,
-522303
],
[
1.466573,
1.394245,
1.527485,
1.505205,
1.562203,
1.464517
],
[
360,
180,
180,
360,
180,
180
],
[
227,
112,
115,
227,
112,
115
],
[
133,
68,
65,
133,
68,
65
],
[
63.055556,
62.222222,
63.888889,
63.055556,
62.222222,
63.888889
],
[
0.85927,
0.846506,
0.863361,
0.881904,
0.94848,
0.827771
],
[
68238,
68238,
30904,
326866,
326866,
244389
],
[
-41569,
-31770,
-41569,
-477966,
-206847,
-477966
],
[
49,
34,
63,
49,
34,
63
],
[
39,
27,
51,
39,
27,
51
],
[
65,
46,
84,
65,
46,
84
],
[
17645,
6253,
11392,
17645,
6253,
11392
],
[
50.627079,
50.627079,
53.877079,
50.627079,
50.627079,
53.877079
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
494957,
-10738,
386273,
457241,
366744,
370885
]
]
}
{
"trading_pair": "DYDX_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 17907,
"evaluation_days": 1492.25,
"actual_first_datapoint_time": 1631152800000,
"first_datapoint_time": 1632355200000,
"last_datapoint_time": 1760076000000,
"evaluation_time": 1760079779654,
"expiration_time": 1764717494400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 145,
"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) |
|---|