Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335438.2573 | 145737.7544 | 189700.5029 | 110506.396 | 94080.6611 | 16425.7349 |
Total P&L (%) | 335.4383 | 145.7378 | 189.7005 | 110.5064 | 94.0807 | 16.4257 |
Avg Daily Profit (%) | 0.225 | 0.0977 | 0.1272 | 0.0499 | 0.0445 | 0.0102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273489 | -137339 | -162926 | -169231 | -87809 | -108669 |
Profit Factor | 1.3522 | 1.3082 | 1.3955 | 1.199 | 1.3723 | 1.0543 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 50.2463 | 49.505 | 50.9804 | 50.2463 | 49.505 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.3389 | 1.3344 | 1.3418 | 1.1873 | 1.3998 | 1.0137 |
Largest Winning Trade | 60844 | 60844 | 46997 | 49805 | 49805 | 29944 |
Largest Losing Trade | -73367 | -25969 | -73367 | -73367 | -27214 | -73367 |
Avg Bars in Trades | 87 | 72 | 101 | 87 | 72 | 101 |
Avg Bars in Winners | 104 | 72 | 134 | 104 | 72 | 134 |
Avg Bars in Losers | 69 | 72 | 67 | 69 | 72 | 67 |
Bars Traded | 17687 | 7290 | 10396 | 17687 | 7290 | 10396 |
Profit Streak | 48.7212 | 48.7212 | 61.0546 | 48.7212 | 48.7212 | 61.0546 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386953 | -62275 | -21281 | -125302 | -132890 | -348041 |
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17894, "evaluation_days": 1491.17, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632470400000, "last_datapoint_time": 1759982400000, "evaluation_time": 1759987114344, "expiration_time": 1764620524800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 40, "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": [ [ 335438.2572956944, 145737.7543949867, 189700.5029007077, 110506.3959703112, 94080.661050941, 16425.7349193701 ], [ 335.438257, 145.737754, 189.700503, 110.506396, 94.080661, 16.425735 ], [ 0.22495, 0.097734, 0.127216, 0.049929, 0.044479, 0.010199 ], [ 10, 10, 10, 10, 10, 10 ], [ -273489, -137339, -162926, -169231, -87809, -108669 ], [ 1.352165, 1.308201, 1.395508, 1.199043, 1.372328, 1.054299 ], [ 203, 101, 102, 203, 101, 102 ], [ 102, 50, 52, 102, 50, 52 ], [ 101, 51, 50, 101, 51, 50 ], [ 50.246305, 49.50495, 50.980392, 50.246305, 49.50495, 50.980392 ], [ 1.338908, 1.334365, 1.341835, 1.187287, 1.399775, 1.013749 ], [ 60844, 60844, 46997, 49805, 49805, 29944 ], [ -73367, -25969, -73367, -73367, -27214, -73367 ], [ 87, 72, 101, 87, 72, 101 ], [ 104, 72, 134, 104, 72, 134 ], [ 69, 72, 67, 69, 72, 67 ], [ 17687, 7290, 10396, 17687, 7290, 10396 ], [ 48.721231, 48.721231, 61.054564, 48.721231, 48.721231, 61.054564 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386953, -62275, -21281, -125302, -132890, -348041 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17894, "evaluation_days": 1491.17, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632470400000, "last_datapoint_time": 1759982400000, "evaluation_time": 1759987114344, "expiration_time": 1764620524800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 40, "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) |
---|