Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285065.7877 | 29131.5522 | 255934.2355 | 166648.7215 | -35713.8418 | 202362.5633 |
Total P&L (%) | 285.0658 | 29.1316 | 255.9342 | 166.6487 | -35.7138 | 202.3626 |
Avg Daily Profit (%) | 0.1908 | 0.0195 | 0.1713 | 0.0657 | -0.0296 | 0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98681 | -28318 | -114089 | -540012 | -157551 | -519405 |
Profit Factor | 1.5992 | 1.1941 | 1.7858 | 1.1199 | 0.907 | 1.2012 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 63.4146 | 60.9756 | 65.8537 | 63.4146 | 60.9756 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.9226 | 0.7642 | 0.926 | 0.6461 | 0.5805 | 0.6229 |
Largest Winning Trade | 38620 | 19603 | 38620 | 152918 | 50910 | 152918 |
Largest Losing Trade | -81520 | -21173 | -81520 | -379133 | -128152 | -379133 |
Avg Bars in Trades | 105 | 11 | 199 | 105 | 11 | 199 |
Avg Bars in Winners | 76 | 9 | 138 | 76 | 9 | 138 |
Avg Bars in Losers | 156 | 16 | 317 | 156 | 16 | 317 |
Bars Traded | 17313 | 978 | 16335 | 17313 | 978 | 16335 |
Profit Streak | 0 | 115.8803 | 0 | 0 | 115.8803 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373909 | -180568 | 210959 | -192905 | -582694 | -98312 |
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17924, "evaluation_days": 1493.67, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632232800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760202457151, "expiration_time": 1764844300800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 1.86652 } }, "second_band": { "type": "kcl", "factors": { "length": 139, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 285065.78767573, 29131.5521994493, 255934.2354762805, 166648.7215262756, -35713.8418037576, 202362.5633300334 ], [ 285.065788, 29.131552, 255.934235, 166.648722, -35.713842, 202.362563 ], [ 0.190849, 0.019503, 0.171346, 0.065683, -0.029576, 0.074104 ], [ 10, 10, 10, 10, 10, 10 ], [ -98681, -28318, -114089, -540012, -157551, -519405 ], [ 1.599159, 1.19412, 1.78578, 1.119927, 0.906992, 1.201237 ], [ 164, 82, 82, 164, 82, 82 ], [ 104, 50, 54, 104, 50, 54 ], [ 60, 32, 28, 60, 32, 28 ], [ 63.414634, 60.97561, 65.853659, 63.414634, 60.97561, 65.853659 ], [ 0.922592, 0.764237, 0.92596, 0.646112, 0.580475, 0.622864 ], [ 38620, 19603, 38620, 152918, 50910, 152918 ], [ -81520, -21173, -81520, -379133, -128152, -379133 ], [ 105, 11, 199, 105, 11, 199 ], [ 76, 9, 138, 76, 9, 138 ], [ 156, 16, 317, 156, 16, 317 ], [ 17313, 978, 16335, 17313, 978, 16335 ], [ 0, 115.880291, 0, 0, 115.880291, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 373909, -180568, 210959, -192905, -582694, -98312 ] ] }
{ "trading_pair": "DYDX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 17924, "evaluation_days": 1493.67, "actual_first_datapoint_time": 1631152800000, "first_datapoint_time": 1632232800000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760202457151, "expiration_time": 1764844300800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 245, "offset": 0, "multiplier": 1.86652 } }, "second_band": { "type": "kcl", "factors": { "length": 139, "offset": 0, "scalar": 5 } } }
# | 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) |
---|